-56.6%
FICO vs ALLE
+14.6%
-71.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +1.7% | +20.6% | -18.9% | -3.4% |
| 3M | -35.2% | +11.4% | -46.6% | -37.3% |
| 6M | -33.7% | +42.5% | -76.2% | -39.7% |
| YTD | -58.2% | +18.9% | -77.0% | -61.5% |
| 1Y | -56.6% | +14.2% | -70.7% | -58.7% |
| All | -56.6% | +14.6% | -71.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling