+232.9%
ABT vs FICO
+544.0%
-311.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | 0.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +11.6% | +8.4% | +3.2% | +9.3% |
| 3M | +3.1% | -30.5% | +33.6% | +8.8% |
| 6M | +32.8% | -35.7% | +68.5% | +41.4% |
| YTD | -9.6% | -57.2% | +47.6% | +4.2% |
| 1Y | -10.4% | -58.4% | +48.0% | +3.9% |
| 3Y | +25.8% | -24.8% | +50.6% | +16.8% |
| 5Y | -3.4% | +79.3% | -82.7% | -34.5% |
| 10Y | +232.9% | +531.6% | -298.8% | +31.3% |
| All | +232.9% | +544.0% | -311.1% | +31.3% |
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