+86.1%
FICO vs ALM
+390.7%
-304.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +1.0% |
| 7D | -0.3% | -14.5% | +14.3% | 0.0% |
| 30D | +1.7% | -39.0% | +40.8% | +2.5% |
| 3M | -35.2% | -40.3% | +5.1% | -34.7% |
| 6M | -33.7% | -60.3% | +26.7% | -32.4% |
| YTD | -58.2% | -9.8% | -48.4% | -59.3% |
| 1Y | -56.6% | +30.8% | -87.3% | -58.6% |
| 3Y | -24.0% | +772.4% | -796.4% | -35.8% |
| 5Y | +86.1% | +390.7% | -304.7% | +56.5% |
| All | +86.1% | +390.7% | -304.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling