+162.2%
ARM vs FICO
-21.4%
+183.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.9% | -14.0% | -13.2% |
| 7D | -27.1% | -0.3% | -26.9% | -27.1% |
| 30D | -44.9% | +1.7% | -46.6% | -45.6% |
| 3M | -39.3% | -35.2% | -4.1% | -35.3% |
| 6M | -20.2% | -33.7% | +13.5% | -19.2% |
| YTD | +52.5% | -58.2% | +110.7% | +83.8% |
| 1Y | +4.1% | -56.6% | +60.7% | +22.4% |
| 3Y | +211.7% | -24.0% | +235.7% | +143.8% |
| All | +162.2% | -21.4% | +183.6% | +98.6% |
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