+337.5%
AMD vs FICO
+99.8%
+237.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -16.7% | +21.4% | +8.9% |
| 7D | +2.6% | -19.2% | +21.8% | +7.6% |
| 30D | -0.9% | -14.6% | +13.7% | +1.9% |
| 3M | -8.7% | -20.1% | +11.4% | -7.4% |
| 6M | +136.3% | -36.3% | +172.7% | +155.9% |
| YTD | +123.0% | -44.9% | +167.9% | +154.4% |
| 1Y | +195.2% | -38.6% | +233.8% | +209.3% |
| 3Y | +336.3% | +4.0% | +332.4% | +206.1% |
| All | +337.5% | +99.8% | +237.7% | +117.7% |
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