+11,260.3%
GOOGL vs FICO
+2,589.9%
+8,670.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -18.7% | +1.7% | -20.4% | -19.9% |
| 3M | -22.0% | -35.2% | +13.2% | -14.4% |
| 6M | -27.2% | -33.7% | +6.5% | -22.1% |
| YTD | -9.5% | -58.2% | +48.6% | +9.7% |
| 1Y | -0.4% | -56.6% | +56.2% | +19.1% |
| 3Y | +121.0% | -24.0% | +144.9% | +103.9% |
| 5Y | +91.6% | +86.1% | +5.6% | +24.7% |
| 10Y | +630.4% | +522.8% | +107.6% | +208.1% |
| All | +11,260.3% | +2,589.9% | +8,670.4% | +2,656.7% |
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