+219.1%
AA vs FICO
+78,251.7%
-78,032.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -6.4% | +1.7% | -8.1% | -7.6% |
| 3M | -13.0% | -33.0% | +20.1% | -6.8% |
| 6M | -34.6% | -33.9% | -0.8% | -30.9% |
| YTD | -23.0% | -58.5% | +35.5% | -10.3% |
| 1Y | +16.0% | -56.4% | +72.3% | +33.2% |
| 3Y | +58.0% | -24.7% | +82.6% | +52.6% |
| 5Y | -7.9% | +83.1% | -91.0% | -30.3% |
| 10Y | +69.9% | +517.2% | -447.3% | -3.1% |
| All | +219.1% | +78,251.7% | -78,032.7% | +5.0% |
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