+79.3%
FICO vs ALM
+441.7%
-362.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.3% | +2.6% |
| 7D | -0.1% | +0.7% | -0.8% | -0.1% |
| 30D | +8.4% | -26.1% | +34.5% | +8.9% |
| 3M | -30.5% | -38.1% | +7.6% | -30.0% |
| 6M | -35.7% | -55.4% | +19.7% | -34.7% |
| YTD | -57.2% | -0.4% | -56.8% | -58.4% |
| 1Y | -58.4% | +25.4% | -83.8% | -60.1% |
| 3Y | -24.8% | +907.8% | -932.6% | -36.7% |
| 5Y | +79.3% | +440.2% | -360.9% | +50.0% |
| All | +79.3% | +441.7% | -362.4% | +50.0% |
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