-24.1%
FICO vs ALB
-16.8%
-7.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.9% | +9.1% | -10.0% | -1.5% |
| 30D | +3.3% | -3.4% | +6.7% | +3.5% |
| 3M | -31.7% | -20.6% | -11.1% | -30.7% |
| 6M | -34.0% | -48.2% | +14.2% | -30.8% |
| YTD | -58.3% | -29.2% | -29.1% | -57.9% |
| 1Y | -57.9% | +10.0% | -67.9% | -59.4% |
| 3Y | -24.1% | -12.9% | -11.2% | -27.4% |
| All | -24.1% | -16.8% | -7.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling