+539.5%
FICO vs ALM
+2,084.7%
-1,545.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +4.0% | -7.2% | +11.1% | +4.2% |
| 30D | -1.5% | -26.4% | +24.8% | -0.7% |
| 3M | -29.8% | -38.6% | +8.8% | -29.0% |
| 6M | -33.3% | -61.0% | +27.7% | -31.6% |
| YTD | -56.9% | -7.4% | -49.5% | -57.8% |
| 1Y | -59.5% | +14.0% | -73.4% | -60.8% |
| 3Y | -26.9% | +844.4% | -871.3% | -37.3% |
| 5Y | +92.9% | +410.8% | -317.9% | +67.1% |
| 10Y | +539.5% | +2,084.7% | -1,545.2% | +418.1% |
| All | +539.5% | +2,084.7% | -1,545.2% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling