+7,013.9%
ABT vs FICO
+78,963.7%
-71,949.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | +8.6% | -0.3% | +8.9% | +8.6% |
| 30D | +16.4% | +1.7% | +14.7% | +16.0% |
| 3M | +8.1% | -35.2% | +43.3% | +11.7% |
| 6M | +32.1% | -33.7% | +65.7% | +35.7% |
| YTD | -7.1% | -58.2% | +51.1% | -0.6% |
| 1Y | -6.5% | -56.6% | +50.1% | -0.4% |
| 3Y | +26.2% | -24.0% | +50.2% | +25.0% |
| 5Y | +0.9% | +86.1% | -85.2% | -9.5% |
| 10Y | +250.7% | +522.8% | -272.1% | +184.3% |
| All | +7,013.9% | +78,963.7% | -71,949.8% | +4,719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling