+545.7%
FICO vs ALB
+34.3%
+511.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.7% |
| 7D | +0.9% | +5.3% | -4.4% | -0.1% |
| 30D | +9.4% | -6.3% | +15.7% | +10.4% |
| 3M | -30.4% | -27.4% | -3.0% | -26.5% |
| 6M | -35.1% | -53.1% | +18.0% | -26.3% |
| YTD | -56.8% | -32.3% | -24.5% | -55.2% |
| 1Y | -58.4% | -7.3% | -51.1% | -59.7% |
| 3Y | -26.7% | -14.9% | -11.8% | -33.1% |
| 5Y | +88.0% | -62.0% | +150.0% | +101.9% |
| 10Y | +545.7% | +33.0% | +512.7% | +327.1% |
| All | +545.7% | +34.3% | +511.4% | +327.1% |
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