+19,478.3%
FICO vs ALB
+2,194.2%
+17,284.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | 0.0% |
| 7D | -0.3% | +5.5% | -5.7% | -1.7% |
| 30D | +1.7% | -7.5% | +9.2% | +3.4% |
| 3M | -35.2% | -16.9% | -18.2% | -32.5% |
| 6M | -33.7% | -49.2% | +15.6% | -22.3% |
| YTD | -58.2% | -29.9% | -28.3% | -56.2% |
| 1Y | -56.6% | +8.2% | -64.8% | -60.0% |
| 3Y | -24.0% | -19.4% | -4.5% | -31.6% |
| 5Y | +86.1% | -61.6% | +147.7% | +97.1% |
| 10Y | +522.8% | +34.6% | +488.2% | +293.6% |
| All | +19,478.3% | +2,194.2% | +17,284.1% | +6,414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling