+111,876.4%
AMAT vs FICO
+78,251.7%
+33,624.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.6% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -31.9% | +1.7% | -33.5% | -32.7% |
| 3M | -32.3% | -33.0% | +0.7% | -28.5% |
| 6M | -5.4% | -33.9% | +28.5% | -2.4% |
| YTD | +44.3% | -58.5% | +102.8% | +63.5% |
| 1Y | +61.4% | -56.4% | +117.7% | +80.3% |
| 3Y | +170.6% | -24.7% | +195.3% | +157.5% |
| 5Y | +156.4% | +83.1% | +73.3% | +95.1% |
| 10Y | +1,356.4% | +517.2% | +839.2% | +787.9% |
| All | +111,876.4% | +78,251.7% | +33,624.6% | +48,076.3% |
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