-56.4%
FICO vs AJG
+19.3%
-75.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -7.2% |
| 7D | +0.4% | +10.7% | -10.3% | -7.3% |
| 30D | +1.7% | +26.9% | -25.2% | -15.1% |
| 3M | -33.0% | +16.6% | -49.6% | -40.8% |
| 6M | -33.9% | +40.1% | -74.0% | -47.1% |
| YTD | -58.5% | +12.4% | -71.0% | -64.1% |
| 1Y | -56.4% | +15.9% | -72.3% | -62.9% |
| All | -56.4% | +19.3% | -75.7% | -62.9% |
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