-25.0%
FICO vs AS
+120.4%
-145.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.6% | -20.3% | -17.2% |
| 7D | -19.2% | -4.9% | -14.3% | -18.6% |
| 30D | -14.6% | -19.6% | +5.0% | -11.9% |
| 3M | -20.1% | -14.4% | -5.7% | -18.4% |
| 6M | -36.3% | -20.1% | -16.2% | -34.5% |
| YTD | -44.9% | -20.9% | -23.9% | -43.2% |
| 1Y | -38.6% | -21.9% | -16.8% | -36.8% |
| All | -25.0% | +120.4% | -145.4% | -35.2% |
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