+89.1%
FICO vs ALHC
-28.9%
+118.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -19.2% | -0.6% | -18.6% | -19.2% |
| 30D | -14.6% | -1.0% | -13.6% | -14.6% |
| 3M | -20.1% | -10.2% | -9.9% | -20.1% |
| 6M | -36.3% | -28.3% | -8.0% | -35.5% |
| YTD | -44.9% | -31.4% | -13.4% | -44.1% |
| 1Y | -38.6% | -16.9% | -21.7% | -38.8% |
| 3Y | +4.0% | +135.5% | -131.5% | -9.3% |
| 5Y | +99.5% | -33.6% | +133.2% | +84.2% |
| All | +89.1% | -28.9% | +118.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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