+207.4%
ALAB vs FICO
-43.3%
+250.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.2% |
| 7D | -26.3% | -0.9% | -25.3% | -26.3% |
| 30D | -50.1% | +3.3% | -53.4% | -50.0% |
| 3M | -42.5% | -31.7% | -10.7% | -43.0% |
| 6M | -10.8% | -34.0% | +23.1% | -14.9% |
| YTD | +14.6% | -58.3% | +73.0% | +20.9% |
| 1Y | +17.1% | -57.9% | +75.1% | +22.8% |
| All | +207.4% | -43.3% | +250.8% | +246.1% |
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