+156.4%
AMAT vs FICO
+81.8%
+74.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.8% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -31.9% | +1.7% | -33.5% | -32.5% |
| 3M | -32.3% | -33.0% | +0.7% | -29.3% |
| 6M | -5.4% | -33.9% | +28.5% | -5.2% |
| YTD | +44.3% | -58.5% | +102.8% | +66.0% |
| 1Y | +61.4% | -56.4% | +117.7% | +81.5% |
| 3Y | +170.6% | -24.7% | +195.3% | +117.9% |
| 5Y | +156.4% | +83.1% | +73.3% | +38.1% |
| All | +156.4% | +81.8% | +74.6% | +38.1% |
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