-14.7%
ABT vs FICO
-60.3%
+45.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -5.6% | +1.4% | -7.0% | -5.7% |
| 30D | +5.2% | -0.8% | +5.9% | +5.0% |
| 3M | -2.7% | -31.3% | +28.6% | +0.1% |
| 6M | +28.8% | -33.9% | +62.8% | +33.6% |
| YTD | -12.3% | -57.6% | +45.3% | -6.3% |
| 1Y | -14.7% | -59.7% | +45.0% | -8.2% |
| All | -14.7% | -60.3% | +45.6% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling