-59.5%
FICO vs ALB
-5.3%
-54.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +4.0% | +1.1% | +2.9% | +4.0% |
| 30D | -1.5% | -2.6% | +1.1% | -1.5% |
| 3M | -29.8% | -25.6% | -4.2% | -30.2% |
| 6M | -33.3% | -54.0% | +20.8% | -33.1% |
| YTD | -56.9% | -31.6% | -25.3% | -57.0% |
| 1Y | -59.5% | -6.6% | -52.9% | -61.0% |
| All | -59.5% | -5.3% | -54.2% | -61.0% |
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