+1,954.7%
FICO vs AGI
+4,691.5%
-2,736.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | -0.9% | +16.0% | -16.9% | -1.7% |
| 30D | +3.3% | +1.0% | +2.4% | +3.2% |
| 3M | -31.7% | +2.5% | -34.2% | -31.9% |
| 6M | -34.0% | -24.0% | -9.9% | -33.3% |
| YTD | -58.3% | -17.2% | -41.1% | -58.2% |
| 1Y | -57.9% | +4.9% | -62.8% | -58.3% |
| 3Y | -24.1% | +142.6% | -166.6% | -28.2% |
| 5Y | +85.3% | +315.2% | -229.9% | +70.1% |
| 10Y | +520.3% | +338.5% | +181.8% | +455.8% |
| All | +1,954.7% | +4,691.5% | -2,736.7% | +1,451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling