+11,477.5%
AMD vs FICO
+104,095.6%
-92,618.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -16.7% | +21.4% | +9.3% |
| 7D | +2.6% | -19.2% | +21.8% | +8.0% |
| 30D | -0.9% | -14.6% | +13.7% | +2.2% |
| 3M | -8.7% | -20.1% | +11.4% | -6.3% |
| 6M | +136.3% | -36.3% | +172.7% | +153.9% |
| YTD | +123.0% | -44.9% | +167.9% | +147.6% |
| 1Y | +195.2% | -38.6% | +233.8% | +212.4% |
| 3Y | +336.3% | +4.0% | +332.4% | +286.3% |
| 5Y | +334.5% | +99.5% | +234.9% | +217.0% |
| 10Y | +6,259.1% | +604.7% | +5,654.4% | +3,315.7% |
| All | +11,477.5% | +104,095.6% | -92,618.1% | +3,123.7% |
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 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