-23.8%
FICO vs ALB
-17.6%
-6.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | -0.3% | +5.5% | -5.7% | -0.6% |
| 30D | +1.7% | -7.5% | +9.2% | +2.2% |
| 3M | -35.2% | -16.9% | -18.2% | -34.4% |
| 6M | -33.7% | -49.2% | +15.6% | -30.4% |
| YTD | -58.2% | -29.9% | -28.3% | -57.7% |
| 1Y | -56.6% | +8.2% | -64.8% | -58.1% |
| All | -23.8% | -17.6% | -6.2% | -27.1% |
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 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