+86.1%
ARM vs FICO
-39.1%
+125.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -16.7% | +20.6% | +3.3% |
| 7D | +5.5% | -19.2% | +24.6% | +4.7% |
| 30D | -8.2% | -14.6% | +6.4% | -8.7% |
| 3M | -35.9% | -20.1% | -15.8% | -37.2% |
| 6M | +103.1% | -36.3% | +139.4% | +100.3% |
| YTD | +130.6% | -44.9% | +175.5% | +129.8% |
| 1Y | +86.1% | -38.6% | +124.7% | +80.9% |
| All | +86.1% | -39.1% | +125.1% | +80.9% |
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