+31.1%
BABA vs FICO
-24.7%
+55.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.1% |
| 7D | +4.3% | +0.4% | +3.9% | +4.3% |
| 30D | -5.0% | +1.7% | -6.6% | -5.2% |
| 3M | -18.4% | -33.0% | +14.7% | -17.2% |
| 6M | -20.3% | -33.9% | +13.6% | -19.7% |
| YTD | -27.5% | -58.5% | +31.0% | -23.9% |
| 1Y | -35.3% | -56.4% | +21.0% | -32.7% |
| All | +31.1% | -24.7% | +55.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling