+4.4%
FICO vs ALC
-13.3%
+17.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.5% | -15.8% |
| 7D | -19.2% | -2.1% | -17.1% | -18.3% |
| 30D | -14.6% | -0.1% | -14.5% | -14.4% |
| 3M | -20.1% | +5.9% | -26.0% | -21.8% |
| 6M | -36.3% | -15.9% | -20.4% | -32.0% |
| YTD | -44.9% | -10.1% | -34.8% | -42.8% |
| 1Y | -38.6% | -10.2% | -28.4% | -36.4% |
| All | +4.4% | -13.3% | +17.7% | +8.9% |
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