+545.7%
FICO vs AU
+750.1%
-204.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.5% | +1.3% |
| 7D | +0.9% | +15.3% | -14.4% | 0.0% |
| 30D | +9.4% | -0.3% | +9.8% | +9.4% |
| 3M | -30.4% | -2.9% | -27.5% | -30.4% |
| 6M | -35.1% | -10.7% | -24.4% | -34.9% |
| YTD | -56.8% | +14.0% | -70.8% | -57.6% |
| 1Y | -58.4% | +32.5% | -90.9% | -59.7% |
| 3Y | -26.7% | +557.9% | -584.6% | -37.6% |
| 5Y | +88.0% | +441.0% | -353.0% | +59.5% |
| 10Y | +545.7% | +816.9% | -271.2% | +471.9% |
| All | +545.7% | +750.1% | -204.3% | +471.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling