+104,095.6%
FICO vs AJG
+12,164.6%
+91,930.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.1% |
| 7D | -19.2% | -1.8% | -17.4% | -18.5% |
| 30D | -14.6% | +4.6% | -19.2% | -16.1% |
| 3M | -20.1% | +24.9% | -45.0% | -26.7% |
| 6M | -36.3% | +17.2% | -53.5% | -39.9% |
| YTD | -44.9% | +2.2% | -47.0% | -45.3% |
| 1Y | -38.6% | -11.5% | -27.1% | -35.7% |
| 3Y | +4.0% | +16.7% | -12.7% | -3.2% |
| 5Y | +99.5% | +89.6% | +9.9% | +53.5% |
| 10Y | +604.7% | +512.4% | +92.3% | +271.8% |
| All | +104,095.6% | +12,164.6% | +91,930.9% | +27,137.7% |
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