+53.5%
ALAB vs FICO
-59.4%
+113.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.5% |
| 7D | +16.3% | +2.2% | +14.1% | +17.0% |
| 30D | -26.1% | +0.1% | -26.2% | -25.6% |
| 3M | -31.3% | -35.2% | +3.9% | -39.5% |
| 6M | -1.0% | -32.4% | +31.3% | -12.9% |
| YTD | +33.3% | -57.4% | +90.7% | +9.8% |
| 1Y | +53.5% | -58.5% | +112.1% | +27.7% |
| All | +53.5% | -59.4% | +113.0% | +27.7% |
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