-36.4%
FICO vs AU
+80.8%
-117.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.3% |
| 7D | -10.6% | +0.6% | -11.2% | -10.5% |
| 30D | -6.3% | +12.3% | -18.6% | -6.1% |
| 3M | -19.7% | +29.4% | -49.1% | -18.8% |
| 6M | -31.8% | +3.2% | -35.0% | -31.3% |
| YTD | -41.8% | +31.8% | -73.6% | -41.4% |
| 1Y | -36.4% | +83.4% | -119.8% | -33.8% |
| All | -36.4% | +80.8% | -117.2% | -33.8% |
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