+76.9%
FICO vs AU
+465.1%
-388.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.8% |
| 7D | -0.9% | +16.5% | -17.5% | -2.0% |
| 30D | +3.3% | +3.3% | +0.1% | +3.0% |
| 3M | -31.7% | +6.8% | -38.6% | -32.1% |
| 6M | -34.0% | -3.9% | -30.0% | -34.0% |
| YTD | -58.3% | +12.9% | -71.3% | -59.4% |
| 1Y | -57.9% | +43.5% | -101.4% | -60.1% |
| 3Y | -24.1% | +445.5% | -469.6% | -39.6% |
| All | +76.9% | +465.1% | -388.1% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling