+19.3%
ARM vs FICO
-57.1%
+76.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -5.6% |
| 7D | -18.7% | +0.4% | -19.1% | -18.6% |
| 30D | -36.7% | +1.7% | -38.3% | -36.5% |
| 3M | -31.6% | -33.0% | +1.4% | -33.6% |
| 6M | -5.6% | -33.9% | +28.2% | -10.8% |
| YTD | +75.5% | -58.5% | +134.0% | +61.5% |
| 1Y | +19.3% | -56.4% | +75.7% | +12.2% |
| All | +19.3% | -57.1% | +76.5% | +12.2% |
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