-56.4%
FICO vs ABCL
+138.2%
-194.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.2% |
| 7D | +0.4% | -10.0% | +10.4% | +0.1% |
| 30D | +1.7% | -10.9% | +12.5% | +1.6% |
| 3M | -33.0% | +101.6% | -134.7% | -33.5% |
| 6M | -33.9% | +167.5% | -201.4% | -35.0% |
| YTD | -58.5% | +259.1% | -317.6% | -59.5% |
| 1Y | -56.4% | +152.2% | -208.5% | -57.6% |
| All | -56.4% | +138.2% | -194.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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