+101.7%
FICO vs AGI
+385.7%
-284.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.4% |
| 7D | -19.2% | +0.6% | -19.8% | -19.2% |
| 30D | -14.6% | +18.2% | -32.8% | -16.3% |
| 3M | -20.1% | -4.1% | -16.0% | -19.9% |
| 6M | -36.3% | -28.7% | -7.6% | -34.0% |
| YTD | -44.9% | -4.0% | -40.9% | -45.5% |
| 1Y | -38.6% | +17.4% | -56.0% | -41.6% |
| 3Y | +4.0% | +203.0% | -199.0% | -18.3% |
| All | +101.7% | +385.7% | -284.0% | +41.2% |
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