+1,120.0%
FICO vs ALLE
+344.1%
+775.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -4.2% |
| 7D | +0.4% | +6.7% | -6.3% | -3.1% |
| 30D | +1.7% | +25.4% | -23.7% | -10.4% |
| 3M | -33.0% | +16.9% | -50.0% | -38.8% |
| 6M | -33.9% | +46.6% | -80.4% | -47.1% |
| YTD | -58.5% | +22.4% | -80.9% | -63.7% |
| 1Y | -56.4% | +17.7% | -74.1% | -60.9% |
| 3Y | -24.7% | +96.3% | -121.0% | -51.5% |
| 5Y | +83.1% | +57.4% | +25.7% | +31.8% |
| 10Y | +517.2% | +241.0% | +276.2% | +185.9% |
| All | +1,120.0% | +344.1% | +775.9% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling