-6.4%
AMT vs FICO
-39.1%
+32.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +0.1% |
| 7D | -0.2% | -19.2% | +19.0% | +1.2% |
| 30D | +4.6% | -14.6% | +19.2% | +5.6% |
| 3M | -8.4% | -20.1% | +11.6% | -7.0% |
| 6M | -6.0% | -36.3% | +30.3% | -4.3% |
| YTD | +2.1% | -44.9% | +47.0% | +4.8% |
| 1Y | -6.4% | -38.6% | +32.2% | -3.5% |
| All | -6.4% | -39.1% | +32.7% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling