-38.6%
FICO vs ALB
+60.9%
-99.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.4% | -12.2% | -16.5% |
| 7D | -19.2% | -8.1% | -11.1% | -19.0% |
| 30D | -14.6% | +6.3% | -20.9% | -14.4% |
| 3M | -20.1% | -23.6% | +3.5% | -18.6% |
| 6M | -36.3% | -24.6% | -11.7% | -35.2% |
| YTD | -44.9% | -10.3% | -34.6% | -45.7% |
| 1Y | -38.6% | +61.5% | -100.1% | -46.1% |
| All | -38.6% | +60.9% | -99.6% | -46.1% |
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