+242.5%
AMKR vs FICO
+527.0%
-284.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +10.0% | +2.2% | +7.8% | +9.2% |
| 30D | -19.4% | +0.1% | -19.5% | -20.0% |
| 3M | -37.4% | -35.2% | -2.2% | -29.7% |
| 6M | -51.5% | -32.4% | -19.1% | -49.9% |
| YTD | -8.1% | -57.4% | +49.3% | +14.7% |
| 1Y | +13.8% | -58.5% | +72.4% | +43.7% |
| 3Y | +59.4% | -28.9% | +88.2% | +32.7% |
| 5Y | +65.9% | +91.7% | -25.9% | -31.4% |
| All | +242.5% | +527.0% | -284.5% | -48.0% |
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