-9.8%
ABT vs FICO
-58.2%
+48.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +3.5% | -0.9% | +4.5% | +3.6% |
| 30D | +12.0% | +3.3% | +8.7% | +11.4% |
| 3M | +2.5% | -31.7% | +34.2% | +5.4% |
| 6M | +29.1% | -34.0% | +63.0% | +33.9% |
| YTD | -10.1% | -58.3% | +48.2% | -3.3% |
| 1Y | -9.8% | -57.9% | +48.1% | -3.9% |
| All | -9.8% | -58.2% | +48.4% | -3.9% |
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