+76.9%
FICO vs AGI
+310.5%
-233.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -0.9% | +16.0% | -16.9% | -2.8% |
| 30D | +3.3% | +1.0% | +2.4% | +3.0% |
| 3M | -31.7% | +2.5% | -34.2% | -32.1% |
| 6M | -34.0% | -24.0% | -9.9% | -32.1% |
| YTD | -58.3% | -17.2% | -41.1% | -58.2% |
| 1Y | -57.9% | +4.9% | -62.8% | -59.4% |
| 3Y | -24.1% | +142.6% | -166.6% | -39.3% |
| All | +76.9% | +310.5% | -233.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling