+37.6%
FICO vs ABCL
-80.5%
+118.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.9% |
| 7D | -0.9% | -3.2% | +2.2% | -0.8% |
| 30D | +3.3% | -7.4% | +10.7% | +3.6% |
| 3M | -31.7% | +81.9% | -113.7% | -36.4% |
| 6M | -34.0% | +135.7% | -169.7% | -40.8% |
| YTD | -58.3% | +247.4% | -305.7% | -64.5% |
| 1Y | -57.9% | +162.3% | -220.2% | -63.2% |
| 3Y | -24.1% | +165.5% | -189.5% | -37.1% |
| 5Y | +85.3% | -21.3% | +106.6% | +68.4% |
| All | +37.6% | -80.5% | +118.2% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling