+11,749.2%
AMD vs FICO
+78,251.7%
-66,502.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.9% |
| 7D | -15.5% | +0.4% | -15.9% | -15.7% |
| 30D | -22.6% | +1.7% | -24.3% | -23.9% |
| 3M | -5.7% | -33.0% | +27.3% | +0.7% |
| 6M | +43.1% | -33.9% | +77.0% | +49.2% |
| YTD | +128.2% | -58.5% | +186.8% | +165.8% |
| 1Y | +95.5% | -56.4% | +151.8% | +123.3% |
| 3Y | +335.4% | -24.7% | +360.1% | +308.9% |
| 5Y | +255.5% | +83.1% | +172.4% | +157.3% |
| 10Y | +7,350.9% | +517.2% | +6,833.7% | +3,949.7% |
| All | +11,749.2% | +78,251.7% | -66,502.5% | +3,359.3% |
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