+91.0%
FICO vs ALB
-63.0%
+154.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +1.4% | -3.6% | +5.0% | +1.8% |
| 30D | -0.8% | -2.9% | +2.1% | -0.6% |
| 3M | -31.3% | -25.8% | -5.5% | -28.9% |
| 6M | -33.9% | -53.6% | +19.6% | -27.8% |
| YTD | -57.6% | -32.4% | -25.2% | -56.5% |
| 1Y | -59.7% | -13.0% | -46.6% | -60.3% |
| 3Y | -28.0% | -15.0% | -13.0% | -33.0% |
| 5Y | +91.0% | -63.5% | +154.5% | +99.3% |
| All | +91.0% | -63.0% | +154.0% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling