+291.9%
AA vs FICO
+104,095.6%
-103,803.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | +2.0% |
| 7D | -0.7% | -19.2% | +18.5% | +4.2% |
| 30D | +5.0% | -14.6% | +19.6% | +8.4% |
| 3M | -35.8% | -20.1% | -15.7% | -33.5% |
| 6M | -18.4% | -36.3% | +17.9% | -11.9% |
| YTD | -5.5% | -44.9% | +39.4% | +5.2% |
| 1Y | +61.0% | -38.6% | +99.6% | +72.6% |
| 3Y | +66.2% | +4.0% | +62.2% | +51.6% |
| 5Y | +11.4% | +99.5% | -88.1% | -15.5% |
| 10Y | +116.9% | +604.7% | -487.8% | +22.0% |
| All | +291.9% | +104,095.6% | -103,803.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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