+189.3%
ALAB vs FICO
-43.1%
+232.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.9% | -20.5% | -19.6% |
| 7D | -38.2% | -0.3% | -38.0% | -38.2% |
| 30D | -54.0% | +1.7% | -55.7% | -53.9% |
| 3M | -43.6% | -35.2% | -8.4% | -44.2% |
| 6M | -16.8% | -33.7% | +16.9% | -20.6% |
| YTD | +7.9% | -58.2% | +66.0% | +13.8% |
| 1Y | -1.4% | -56.6% | +55.2% | +2.4% |
| All | +189.3% | -43.1% | +232.4% | +225.7% |
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 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