-56.4%
FICO vs ALB
+4.7%
-61.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -3.0% |
| 7D | +0.4% | -2.1% | +2.5% | +0.4% |
| 30D | +1.7% | -9.0% | +10.7% | +1.5% |
| 3M | -33.0% | -21.1% | -11.9% | -32.9% |
| 6M | -33.9% | -49.9% | +16.0% | -33.3% |
| YTD | -58.5% | -32.3% | -26.2% | -58.8% |
| 1Y | -56.4% | +8.6% | -65.0% | -60.1% |
| All | -56.4% | +4.7% | -61.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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