-24.8%
FICO vs ALC
+2.4%
-27.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.6% |
| 7D | -0.1% | +2.1% | -2.1% | -1.1% |
| 30D | +8.4% | +17.2% | -8.8% | +1.5% |
| 3M | -30.5% | +4.6% | -35.1% | -31.9% |
| 6M | -35.7% | +20.1% | -55.8% | -40.3% |
| YTD | -57.2% | -4.2% | -53.0% | -56.9% |
| 1Y | -58.4% | +2.1% | -60.5% | -59.1% |
| 3Y | -24.8% | +4.5% | -29.3% | -25.1% |
| All | -24.8% | +2.4% | -27.2% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling