-43.1%
FICO vs AS
+133.7%
-176.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -0.3% | +7.1% | -7.4% | -1.3% |
| 30D | +1.7% | +12.8% | -11.1% | -0.1% |
| 3M | -35.2% | -14.7% | -20.5% | -33.8% |
| 6M | -33.7% | -9.9% | -23.7% | -32.9% |
| YTD | -58.2% | -16.1% | -42.0% | -57.3% |
| 1Y | -56.6% | +0.2% | -56.7% | -56.8% |
| All | -43.1% | +133.7% | -176.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling