+33.3%
AMAT vs FICO
-55.7%
+89.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.9% | -14.5% | -13.4% |
| 7D | -24.3% | -0.3% | -24.0% | -24.3% |
| 30D | -39.8% | +1.7% | -41.5% | -39.2% |
| 3M | -40.2% | -35.2% | -5.0% | -45.5% |
| 6M | -22.1% | -33.7% | +11.5% | -30.4% |
| YTD | +24.7% | -58.2% | +82.8% | +13.7% |
| 1Y | +33.3% | -56.6% | +89.8% | +21.0% |
| All | +33.3% | -55.7% | +89.0% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling