+137,736.4%
AMAT vs FICO
+104,095.6%
+33,640.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -16.7% | +21.0% | +8.1% |
| 7D | -1.5% | -19.2% | +17.7% | +2.8% |
| 30D | -14.8% | -14.6% | -0.2% | -12.5% |
| 3M | -9.3% | -20.1% | +10.8% | -7.3% |
| 6M | +27.4% | -36.3% | +63.7% | +34.8% |
| YTD | +77.6% | -44.9% | +122.4% | +93.7% |
| 1Y | +188.9% | -38.6% | +227.6% | +204.0% |
| 3Y | +202.3% | +4.0% | +198.3% | +174.1% |
| 5Y | +248.9% | +99.5% | +149.4% | +167.5% |
| 10Y | +1,585.2% | +604.7% | +980.5% | +916.5% |
| All | +137,736.4% | +104,095.6% | +33,640.9% | +56,986.5% |
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