+3.1%
FICO vs AJG
+13.2%
-10.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +2.4% |
| 7D | -15.4% | -3.8% | -11.7% | -13.5% |
| 30D | -10.4% | +1.6% | -12.0% | -11.1% |
| 3M | -22.7% | +18.6% | -41.3% | -28.3% |
| 6M | -36.8% | +10.9% | -47.7% | -39.7% |
| YTD | -44.8% | -2.0% | -42.8% | -44.9% |
| 1Y | -39.3% | -14.9% | -24.4% | -35.5% |
| All | +3.1% | +13.2% | -10.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling