-28.9%
FICO vs AJG
+17.5%
-46.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.8% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | +0.1% | +19.4% | -19.3% | -10.0% |
| 3M | -35.2% | +11.9% | -47.1% | -39.5% |
| 6M | -32.4% | +48.3% | -80.6% | -44.7% |
| YTD | -57.4% | +10.3% | -67.7% | -60.5% |
| 1Y | -58.5% | +11.5% | -70.1% | -61.8% |
| 3Y | -28.9% | +17.5% | -46.4% | -36.6% |
| All | -28.9% | +17.5% | -46.4% | -36.6% |
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