+499.7%
FICO vs ALB
+33.3%
+466.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.9% | +9.1% | -10.0% | -2.5% |
| 30D | +3.3% | -3.4% | +6.7% | +3.8% |
| 3M | -31.7% | -20.6% | -11.1% | -29.1% |
| 6M | -34.0% | -48.2% | +14.2% | -26.4% |
| YTD | -58.3% | -29.2% | -29.1% | -57.1% |
| 1Y | -57.9% | +10.0% | -67.9% | -60.6% |
| 3Y | -24.1% | -12.9% | -11.2% | -30.9% |
| 5Y | +85.3% | -61.3% | +146.6% | +99.0% |
| All | +499.7% | +33.3% | +466.3% | +295.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling