+6,957.6%
FICO vs AU
+661.9%
+6,295.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.8% |
| 7D | -0.9% | +16.5% | -17.5% | -2.1% |
| 30D | +3.3% | +3.3% | +0.1% | +3.0% |
| 3M | -31.7% | +6.8% | -38.6% | -32.2% |
| 6M | -34.0% | -3.9% | -30.0% | -34.2% |
| YTD | -58.3% | +12.9% | -71.3% | -59.2% |
| 1Y | -57.9% | +43.5% | -101.4% | -59.7% |
| 3Y | -24.1% | +445.5% | -469.6% | -35.2% |
| 5Y | +85.3% | +469.0% | -383.7% | +55.3% |
| 10Y | +520.3% | +698.3% | -178.0% | +390.0% |
| All | +6,957.6% | +661.9% | +6,295.7% | +5,860.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling