+4.4%
FICO vs ALB
-34.0%
+38.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.4% | -12.2% | -16.4% |
| 7D | -19.2% | -8.1% | -11.1% | -18.7% |
| 30D | -14.6% | +6.3% | -20.9% | -14.9% |
| 3M | -20.1% | -23.6% | +3.5% | -18.5% |
| 6M | -36.3% | -24.6% | -11.7% | -35.2% |
| YTD | -44.9% | -10.3% | -34.6% | -45.1% |
| 1Y | -38.6% | +61.5% | -100.1% | -42.5% |
| All | +4.4% | -34.0% | +38.4% | +1.6% |
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