+541.4%
FICO vs AU
+818.2%
-276.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +2.2% | -7.2% | +9.4% | +2.7% |
| 30D | +0.1% | -2.9% | +2.9% | +0.1% |
| 3M | -35.2% | -8.7% | -26.5% | -34.9% |
| 6M | -32.4% | -14.1% | -18.2% | -32.0% |
| YTD | -57.4% | +4.8% | -62.2% | -58.0% |
| 1Y | -58.5% | +11.9% | -70.4% | -59.4% |
| 3Y | -28.9% | +513.8% | -542.7% | -39.3% |
| 5Y | +91.7% | +379.3% | -287.6% | +63.3% |
| All | +541.4% | +818.2% | -276.8% | +470.4% |
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