+232.9%
ABT vs FICO
+512.2%
-279.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +3.5% | -0.9% | +4.5% | +3.7% |
| 30D | +12.0% | +3.3% | +8.7% | +10.7% |
| 3M | +2.5% | -31.7% | +34.2% | +8.4% |
| 6M | +29.1% | -34.0% | +63.0% | +36.5% |
| YTD | -10.1% | -58.3% | +48.2% | +4.2% |
| 1Y | -9.8% | -57.9% | +48.1% | +4.1% |
| 3Y | +23.3% | -24.1% | +47.3% | +13.7% |
| 5Y | -2.4% | +85.3% | -87.7% | -34.8% |
| All | +232.9% | +512.2% | -279.4% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling