+7,150.0%
FICO vs AU
+714.1%
+6,435.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.9% | -4.1% | +2.2% |
| 7D | -0.1% | +20.8% | -20.9% | -1.4% |
| 30D | +8.4% | +5.5% | +2.9% | +7.9% |
| 3M | -30.5% | +3.9% | -34.4% | -30.8% |
| 6M | -35.7% | -5.4% | -30.3% | -35.8% |
| YTD | -57.2% | +20.7% | -77.9% | -58.3% |
| 1Y | -58.4% | +49.8% | -108.2% | -60.2% |
| 3Y | -24.8% | +565.6% | -590.5% | -36.8% |
| 5Y | +79.3% | +500.4% | -421.1% | +49.6% |
| 10Y | +531.6% | +795.4% | -263.8% | +394.9% |
| All | +7,150.0% | +714.1% | +6,435.9% | +5,994.3% |
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