+84.4%
FICO vs ALB
-64.0%
+148.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +2.2% | -5.8% | +8.0% | +2.9% |
| 30D | +0.1% | -4.5% | +4.6% | +0.5% |
| 3M | -35.2% | -28.1% | -7.1% | -32.7% |
| 6M | -32.4% | -53.2% | +20.8% | -26.1% |
| YTD | -57.4% | -33.3% | -24.1% | -56.3% |
| 1Y | -58.5% | -17.4% | -41.1% | -58.9% |
| 3Y | -28.9% | -14.1% | -14.7% | -34.0% |
| All | +84.4% | -64.0% | +148.3% | +94.2% |
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