+82.1%
FICO vs ABCL
-81.3%
+163.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.6% |
| 7D | -19.2% | +0.7% | -19.9% | -19.2% |
| 30D | -14.6% | +93.1% | -107.7% | -20.2% |
| 3M | -20.1% | +79.4% | -99.5% | -25.3% |
| 6M | -36.3% | +214.9% | -251.2% | -44.3% |
| YTD | -44.9% | +234.2% | -279.1% | -52.4% |
| 1Y | -38.6% | +174.8% | -213.4% | -46.5% |
| 3Y | +4.0% | +104.5% | -100.5% | -10.4% |
| 5Y | +99.5% | -39.0% | +138.5% | +84.7% |
| All | +82.1% | -81.3% | +163.4% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling