+113.0%
FICO vs AJG
+77.5%
+35.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +7.1% |
| 7D | -10.6% | -7.4% | -3.2% | -6.4% |
| 30D | -6.3% | -3.0% | -3.4% | -4.7% |
| 3M | -19.7% | +12.8% | -32.6% | -24.6% |
| 6M | -31.8% | +12.8% | -44.6% | -35.8% |
| YTD | -41.8% | -4.7% | -37.1% | -40.5% |
| 1Y | -36.4% | -17.2% | -19.2% | -29.8% |
| 3Y | +9.3% | +10.2% | -0.9% | -1.6% |
| 5Y | +113.0% | +76.9% | +36.1% | +32.3% |
| All | +113.0% | +77.5% | +35.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling