+101.7%
FICO vs ALC
-16.0%
+117.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.5% | -15.5% |
| 7D | -19.2% | -2.1% | -17.1% | -18.1% |
| 30D | -14.6% | -0.1% | -14.5% | -14.4% |
| 3M | -20.1% | +5.9% | -26.0% | -22.4% |
| 6M | -36.3% | -15.9% | -20.4% | -30.6% |
| YTD | -44.9% | -10.1% | -34.8% | -42.1% |
| 1Y | -38.6% | -10.2% | -28.4% | -35.8% |
| 3Y | +4.0% | -13.6% | +17.5% | +7.6% |
| All | +101.7% | -16.0% | +117.6% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling