+1,408.0%
FICO vs ALM
+3,431.9%
-2,023.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +0.9% |
| 7D | -0.3% | -14.5% | +14.3% | -0.2% |
| 30D | +1.7% | -39.0% | +40.8% | +1.8% |
| 3M | -35.2% | -40.3% | +5.1% | -35.1% |
| 6M | -33.7% | -60.3% | +26.7% | -33.5% |
| YTD | -58.2% | -9.8% | -48.4% | -58.2% |
| 1Y | -56.6% | +30.8% | -87.3% | -56.7% |
| 3Y | -24.0% | +772.4% | -796.4% | -24.7% |
| 5Y | +86.1% | +390.7% | -304.7% | +84.4% |
| 10Y | +522.8% | +2,028.5% | -1,505.7% | +515.3% |
| All | +1,408.0% | +3,431.9% | -2,023.9% | +1,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling