+4.4%
FICO vs ALLE
+42.6%
-38.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.0% | -17.7% | -17.0% |
| 7D | -19.2% | -0.2% | -19.0% | -19.2% |
| 30D | -14.6% | -6.8% | -7.8% | -12.7% |
| 3M | -20.1% | +21.0% | -41.1% | -25.2% |
| 6M | -36.3% | +1.1% | -37.4% | -36.7% |
| YTD | -44.9% | -0.5% | -44.3% | -45.2% |
| 1Y | -38.6% | -7.3% | -31.4% | -37.6% |
| All | +4.4% | +42.6% | -38.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling