-57.9%
FICO vs ALC
+2.0%
-59.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -0.9% | +4.9% | -5.8% | -3.2% |
| 30D | +3.3% | +19.0% | -15.6% | -4.2% |
| 3M | -31.7% | +7.8% | -39.5% | -34.0% |
| 6M | -34.0% | +14.6% | -48.5% | -37.7% |
| YTD | -58.3% | -4.4% | -53.9% | -58.0% |
| 1Y | -57.9% | +1.4% | -59.3% | -59.1% |
| All | -57.9% | +2.0% | -59.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling