-7.0%
ABT vs FICO
+99.8%
-106.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +1.9% |
| 7D | -3.7% | -19.2% | +15.5% | -1.0% |
| 30D | +2.5% | -14.6% | +17.1% | +4.3% |
| 3M | +20.2% | -20.1% | +40.3% | +23.2% |
| 6M | -2.9% | -36.3% | +33.4% | +2.1% |
| YTD | -11.9% | -44.9% | +32.9% | -5.7% |
| 1Y | -16.5% | -38.6% | +22.1% | -12.6% |
| 3Y | +12.1% | +4.0% | +8.1% | +0.5% |
| All | -7.0% | +99.8% | -106.8% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling