+22.3%
BABA vs FICO
+1,101.7%
-1,079.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | +8.6% | -0.3% | +8.8% | +8.6% |
| 30D | -1.1% | +1.7% | -2.8% | -2.3% |
| 3M | -15.9% | -35.2% | +19.3% | -9.2% |
| 6M | -17.5% | -33.7% | +16.1% | -13.2% |
| YTD | -25.6% | -58.2% | +32.6% | -12.0% |
| 1Y | -33.8% | -56.6% | +22.8% | -22.9% |
| 3Y | +34.6% | -24.0% | +58.6% | +20.8% |
| 5Y | -27.7% | +86.1% | -113.7% | -55.0% |
| 10Y | +17.7% | +522.8% | -505.1% | -56.7% |
| All | +22.3% | +1,101.7% | -1,079.3% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling