+247.2%
AMAT vs FICO
+99.8%
+147.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -16.7% | +21.0% | +7.7% |
| 7D | -1.5% | -19.2% | +17.7% | +2.3% |
| 30D | -14.8% | -14.6% | -0.2% | -12.7% |
| 3M | -9.3% | -20.1% | +10.8% | -8.5% |
| 6M | +27.4% | -36.3% | +63.7% | +35.8% |
| YTD | +77.6% | -44.9% | +122.4% | +98.5% |
| 1Y | +188.9% | -38.6% | +227.6% | +203.1% |
| 3Y | +202.3% | +4.0% | +198.3% | +131.3% |
| All | +247.2% | +99.8% | +147.4% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling