+156.5%
FICO vs ALC
+34.7%
+121.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | -0.3% | +7.6% | -7.9% | -4.9% |
| 30D | +1.7% | +21.1% | -19.4% | -9.7% |
| 3M | -35.2% | +8.5% | -43.7% | -38.5% |
| 6M | -33.7% | +2.8% | -36.5% | -35.7% |
| YTD | -58.2% | -2.4% | -55.8% | -58.3% |
| 1Y | -56.6% | +3.5% | -60.1% | -58.3% |
| 3Y | -24.0% | +4.2% | -28.1% | -30.8% |
| 5Y | +86.1% | -9.0% | +95.0% | +80.6% |
| All | +156.5% | +34.7% | +121.8% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling