+212.1%
ABT vs FICO
+606.0%
-393.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +3.2% |
| 7D | -3.7% | -19.2% | +15.5% | +0.5% |
| 30D | +2.5% | -14.6% | +17.1% | +5.4% |
| 3M | +20.2% | -20.1% | +40.3% | +24.8% |
| 6M | -2.9% | -36.3% | +33.4% | +5.0% |
| YTD | -11.9% | -44.9% | +32.9% | -1.9% |
| 1Y | -16.5% | -38.6% | +22.1% | -10.4% |
| 3Y | +12.1% | +4.0% | +8.1% | -2.0% |
| 5Y | -7.4% | +99.5% | -106.9% | -36.5% |
| All | +212.1% | +606.0% | -393.9% | +24.3% |
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