+1,311.4%
AMT vs FICO
+9,161.1%
-7,849.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +3.6% |
| 7D | -0.2% | -19.2% | +19.0% | +5.3% |
| 30D | +4.6% | -14.6% | +19.2% | +8.5% |
| 3M | -8.4% | -20.1% | +11.6% | -4.2% |
| 6M | -6.0% | -36.3% | +30.3% | +3.2% |
| YTD | +2.1% | -44.9% | +47.0% | +16.2% |
| 1Y | -6.4% | -38.6% | +32.2% | +1.9% |
| 3Y | +8.1% | +4.0% | +4.1% | -4.9% |
| 5Y | -31.9% | +99.5% | -131.5% | -52.7% |
| 10Y | +97.1% | +604.7% | -507.6% | -12.7% |
| All | +1,311.4% | +9,161.1% | -7,849.7% | +121.4% |
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