-58.5%
FICO vs AU
+6.3%
-64.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +2.2% | -7.2% | +9.4% | +2.0% |
| 30D | +0.1% | -2.9% | +2.9% | +0.1% |
| 3M | -35.2% | -8.7% | -26.5% | -34.7% |
| 6M | -32.4% | -14.1% | -18.2% | -31.6% |
| YTD | -57.4% | +4.8% | -62.2% | -55.9% |
| 1Y | -58.5% | +11.9% | -70.4% | -57.2% |
| All | -58.5% | +6.3% | -64.8% | -57.2% |
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