+602.8%
FICO vs ALB
+75.7%
+527.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.4% | -12.2% | -15.9% |
| 7D | -19.2% | -8.1% | -11.1% | -17.9% |
| 30D | -14.6% | +6.3% | -20.9% | -15.5% |
| 3M | -20.1% | -23.6% | +3.5% | -16.5% |
| 6M | -36.3% | -24.6% | -11.7% | -33.9% |
| YTD | -44.9% | -10.3% | -34.6% | -45.4% |
| 1Y | -38.6% | +61.5% | -100.1% | -46.8% |
| 3Y | +4.0% | -34.0% | +38.0% | +3.6% |
| 5Y | +99.5% | -44.6% | +144.1% | +98.5% |
| All | +602.8% | +75.7% | +527.1% | +330.1% |
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 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