-43.6%
FICO vs AS
+139.2%
-182.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -4.0% |
| 7D | +0.4% | +13.8% | -13.4% | -1.5% |
| 30D | +1.7% | +16.7% | -15.0% | -0.7% |
| 3M | -33.0% | -11.5% | -21.5% | -32.0% |
| 6M | -33.9% | -5.5% | -28.4% | -33.5% |
| YTD | -58.5% | -14.2% | -44.3% | -57.8% |
| 1Y | -56.4% | +2.1% | -58.4% | -56.7% |
| All | -43.6% | +139.2% | -182.8% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling