-57.9%
FICO vs AR
+8.4%
-66.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.9% | -14.3% | +13.3% | -1.0% |
| 30D | +3.3% | +1.4% | +1.9% | +2.9% |
| 3M | -31.7% | +3.4% | -35.1% | -32.2% |
| 6M | -34.0% | -2.1% | -31.9% | -34.7% |
| YTD | -58.3% | +4.7% | -63.0% | -58.9% |
| 1Y | -57.9% | +10.6% | -68.5% | -58.8% |
| All | -57.9% | +8.4% | -66.3% | -58.8% |
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