+629.5%
FICO vs AJG
+480.2%
+149.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -14.1% | -8.5% | -5.6% | -8.3% |
| 30D | -7.5% | -3.8% | -3.7% | -5.0% |
| 3M | -21.3% | +10.8% | -32.1% | -26.7% |
| 6M | -25.2% | +15.6% | -40.9% | -32.5% |
| YTD | -43.2% | -5.1% | -38.0% | -41.3% |
| 1Y | -37.2% | -16.0% | -21.2% | -29.5% |
| 3Y | +6.8% | +9.7% | -3.0% | -6.5% |
| 5Y | +112.8% | +77.8% | +35.0% | +20.1% |
| All | +629.5% | +480.2% | +149.3% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling