+86.1%
FICO vs ABCL
-30.0%
+116.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.4% | +10.3% | +1.7% |
| 7D | -0.3% | -14.9% | +14.7% | +1.0% |
| 30D | +1.7% | -15.4% | +17.1% | +2.8% |
| 3M | -35.2% | +88.0% | -123.2% | -40.7% |
| 6M | -33.7% | +138.8% | -172.5% | -42.0% |
| YTD | -58.2% | +225.4% | -283.6% | -65.3% |
| 1Y | -56.6% | +137.3% | -193.9% | -62.6% |
| 3Y | -24.0% | +136.8% | -160.8% | -38.5% |
| 5Y | +86.1% | -26.2% | +112.3% | +74.4% |
| All | +86.1% | -30.0% | +116.1% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling