-58.5%
FICO vs AR
+11.3%
-69.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +7.4% | -5.2% | +2.3% |
| 30D | +0.1% | +5.8% | -5.7% | -0.1% |
| 3M | -35.2% | +5.2% | -40.4% | -35.7% |
| 6M | -32.4% | +5.4% | -37.8% | -33.1% |
| YTD | -57.4% | +12.4% | -69.8% | -57.7% |
| 1Y | -58.5% | +12.8% | -71.4% | -58.6% |
| All | -58.5% | +11.3% | -69.9% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling