+9,238.6%
FICO vs AU
+793.6%
+8,445.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.5% |
| 7D | -19.2% | -3.6% | -15.5% | -18.9% |
| 30D | -14.6% | +23.9% | -38.5% | -15.9% |
| 3M | -20.1% | +19.1% | -39.2% | -21.3% |
| 6M | -36.3% | -0.2% | -36.2% | -36.7% |
| YTD | -44.9% | +32.5% | -77.3% | -46.6% |
| 1Y | -38.6% | +96.9% | -135.6% | -42.5% |
| 3Y | +4.0% | +614.7% | -610.7% | -13.0% |
| 5Y | +99.5% | +647.7% | -548.2% | +64.2% |
| 10Y | +604.7% | +679.2% | -74.5% | +458.6% |
| All | +9,238.6% | +793.6% | +8,445.0% | +7,713.5% |
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