+1,473.8%
AMT vs FICO
+6,927.3%
-5,453.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.7% |
| 7D | +4.4% | -0.3% | +4.6% | +4.4% |
| 30D | +17.7% | +1.7% | +16.0% | +16.2% |
| 3M | +16.7% | -35.2% | +51.9% | +27.1% |
| 6M | +11.1% | -33.7% | +44.8% | +18.8% |
| YTD | +13.9% | -58.2% | +72.0% | +36.1% |
| 1Y | +12.5% | -56.6% | +69.1% | +32.8% |
| 3Y | +13.2% | -24.0% | +37.1% | +6.1% |
| 5Y | -17.9% | +86.1% | -103.9% | -43.7% |
| 10Y | +122.8% | +522.8% | -400.0% | -1.1% |
| All | +1,473.8% | +6,927.3% | -5,453.5% | +159.4% |
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