+101.7%
FICO vs ALM
+951.0%
-849.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.7% |
| 7D | -19.2% | -2.6% | -16.6% | -19.1% |
| 30D | -14.6% | +32.0% | -46.6% | -15.1% |
| 3M | -20.1% | -15.0% | -5.1% | -19.5% |
| 6M | -36.3% | -10.1% | -26.2% | -36.4% |
| YTD | -44.9% | +99.4% | -144.3% | -47.1% |
| 1Y | -38.6% | +316.4% | -355.0% | -43.8% |
| 3Y | +4.0% | +2,022.0% | -2,018.0% | -14.3% |
| All | +101.7% | +951.0% | -849.3% | +66.9% |
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