+5,710.3%
AMD vs FICO
+514.7%
+5,195.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.9% | -18.2% | -17.6% |
| 7D | -28.6% | -0.3% | -28.4% | -28.7% |
| 30D | -37.7% | +1.7% | -39.4% | -39.4% |
| 3M | -16.1% | -35.2% | +19.1% | -6.1% |
| 6M | +13.8% | -33.7% | +47.5% | +18.8% |
| YTD | +88.8% | -58.2% | +147.0% | +140.2% |
| 1Y | +57.8% | -56.6% | +114.3% | +94.6% |
| 3Y | +260.3% | -24.0% | +284.2% | +174.5% |
| 5Y | +196.6% | +86.1% | +110.6% | +17.7% |
| All | +5,710.3% | +514.7% | +5,195.7% | +678.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling