+13,507.3%
GOOGL vs FICO
+3,444.9%
+10,062.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +4.0% |
| 7D | -2.3% | -19.2% | +16.9% | +3.7% |
| 30D | -6.6% | -14.6% | +8.0% | -2.7% |
| 3M | -8.9% | -20.1% | +11.1% | -4.7% |
| 6M | +11.9% | -36.3% | +48.2% | +23.6% |
| YTD | +8.3% | -44.9% | +53.2% | +24.6% |
| 1Y | +46.2% | -38.6% | +84.8% | +59.9% |
| 3Y | +151.9% | +4.0% | +147.9% | +117.2% |
| 5Y | +137.7% | +99.5% | +38.2% | +57.5% |
| 10Y | +757.6% | +604.7% | +152.9% | +259.5% |
| All | +13,507.3% | +3,444.9% | +10,062.4% | +3,032.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 all: compounded portfolio wealth divided by compounded FICO 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…
all analysis · Full analysis span regression · 6 months rolling