+1,887.4%
FICO vs ALM
+7,705.7%
-5,818.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.7% |
| 7D | -19.2% | -2.6% | -16.6% | -19.2% |
| 30D | -14.6% | +32.0% | -46.6% | -14.7% |
| 3M | -20.1% | -15.0% | -5.1% | -20.1% |
| 6M | -36.3% | -10.1% | -26.2% | -36.3% |
| YTD | -44.9% | +99.4% | -144.3% | -45.0% |
| 1Y | -38.6% | +316.4% | -355.0% | -39.0% |
| 3Y | +4.0% | +2,022.0% | -2,018.0% | +2.8% |
| 5Y | +99.5% | +941.2% | -841.7% | +97.4% |
| 10Y | +604.7% | +2,950.3% | -2,345.7% | +595.0% |
| All | +1,887.4% | +7,705.7% | -5,818.4% | +1,850.3% |
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