+16.0%
BABA vs FICO
+544.1%
-528.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -3.6% | +4.0% | -7.5% | -4.5% |
| 30D | -8.4% | -1.5% | -6.9% | -8.5% |
| 3M | -20.6% | -29.8% | +9.2% | -16.1% |
| 6M | -25.4% | -33.3% | +7.9% | -21.6% |
| YTD | -30.1% | -56.9% | +26.8% | -18.2% |
| 1Y | -36.3% | -59.5% | +23.2% | -24.2% |
| 3Y | +30.4% | -26.9% | +57.2% | +18.3% |
| 5Y | -35.7% | +92.9% | -128.6% | -61.0% |
| 10Y | +16.0% | +539.5% | -523.5% | -63.6% |
| All | +16.0% | +544.1% | -528.1% | -63.6% |
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