-38.6%
FICO vs AU
+100.5%
-139.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.7% |
| 7D | -19.2% | -3.6% | -15.5% | -19.2% |
| 30D | -14.6% | +23.9% | -38.5% | -14.2% |
| 3M | -20.1% | +19.1% | -39.2% | -19.2% |
| 6M | -36.3% | -0.2% | -36.2% | -36.0% |
| YTD | -44.9% | +32.5% | -77.3% | -44.5% |
| 1Y | -38.6% | +96.9% | -135.6% | -35.9% |
| All | -38.6% | +100.5% | -139.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling