+80,393.2%
FICO vs AJG
+13,145.4%
+67,247.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +0.1% | +19.4% | -19.3% | -7.1% |
| 3M | -35.2% | +11.9% | -47.1% | -38.1% |
| 6M | -32.4% | +48.3% | -80.6% | -42.2% |
| YTD | -57.4% | +10.3% | -67.7% | -59.1% |
| 1Y | -58.5% | +11.5% | -70.1% | -60.4% |
| 3Y | -28.9% | +17.5% | -46.4% | -34.1% |
| 5Y | +91.7% | +79.8% | +11.9% | +50.2% |
| 10Y | +531.9% | +541.5% | -9.6% | +225.6% |
| All | +80,393.2% | +13,145.4% | +67,247.8% | +20,259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling