+61.4%
AMAT vs FICO
-57.1%
+118.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -4.0% |
| 7D | -11.2% | +0.4% | -11.6% | -11.1% |
| 30D | -31.9% | +1.7% | -33.5% | -31.2% |
| 3M | -32.3% | -33.0% | +0.7% | -37.7% |
| 6M | -5.4% | -33.9% | +28.5% | -15.7% |
| YTD | +44.3% | -58.5% | +102.8% | +32.5% |
| 1Y | +61.4% | -56.4% | +117.7% | +46.7% |
| All | +61.4% | -57.1% | +118.5% | +46.7% |
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 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