+348.0%
AMD vs FICO
+3.0%
+345.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -16.7% | +21.4% | +5.6% |
| 7D | +2.6% | -19.2% | +21.8% | +3.7% |
| 30D | -0.9% | -14.6% | +13.7% | -0.3% |
| 3M | -8.7% | -20.1% | +11.4% | -9.4% |
| 6M | +136.3% | -36.3% | +172.7% | +144.0% |
| YTD | +123.0% | -44.9% | +167.9% | +139.1% |
| 1Y | +195.2% | -38.6% | +233.8% | +197.0% |
| All | +348.0% | +3.0% | +345.1% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling