+230.2%
ABT vs FICO
+524.6%
-294.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -5.6% | +1.4% | -7.0% | -5.9% |
| 30D | +5.2% | -0.8% | +5.9% | +4.9% |
| 3M | -2.7% | -31.3% | +28.6% | +2.9% |
| 6M | +28.8% | -33.9% | +62.8% | +36.4% |
| YTD | -12.3% | -57.6% | +45.3% | +1.3% |
| 1Y | -14.7% | -59.7% | +45.0% | -0.4% |
| 3Y | +21.6% | -28.0% | +49.6% | +14.2% |
| 5Y | -7.8% | +91.0% | -98.7% | -38.8% |
| All | +230.2% | +524.6% | -294.3% | +30.1% |
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 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