+400.4%
ALAB vs FICO
-25.0%
+425.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -16.7% | +26.4% | +9.3% |
| 7D | +7.2% | -19.2% | +26.4% | +6.8% |
| 30D | -2.5% | -14.6% | +12.1% | -2.9% |
| 3M | -13.3% | -20.1% | +6.8% | -15.3% |
| 6M | +172.8% | -36.3% | +209.2% | +179.0% |
| YTD | +86.6% | -44.9% | +131.4% | +97.9% |
| 1Y | +65.2% | -38.6% | +103.8% | +66.5% |
| All | +400.4% | -25.0% | +425.4% | +466.7% |
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