-38.6%
FICO vs AJG
-12.9%
-25.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -15.7% |
| 7D | -19.2% | -1.8% | -17.4% | -18.1% |
| 30D | -14.6% | +4.6% | -19.2% | -17.0% |
| 3M | -20.1% | +24.9% | -45.0% | -28.4% |
| 6M | -36.3% | +17.2% | -53.5% | -41.7% |
| YTD | -44.9% | +2.2% | -47.0% | -47.9% |
| 1Y | -38.6% | -11.5% | -27.1% | -36.5% |
| All | -38.6% | -12.9% | -25.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling