+633.1%
AMZN vs FICO
+545.7%
+87.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +8.0% | +0.9% | +7.2% | +7.7% |
| 30D | +3.2% | +9.4% | -6.2% | -0.5% |
| 3M | -2.6% | -30.4% | +27.8% | +4.9% |
| 6M | -0.7% | -35.1% | +34.4% | +6.9% |
| YTD | +17.4% | -56.8% | +74.1% | +43.3% |
| 1Y | +9.0% | -58.4% | +67.4% | +34.9% |
| 3Y | +88.7% | -26.7% | +115.4% | +70.7% |
| 5Y | +55.6% | +88.0% | -32.4% | -9.1% |
| All | +633.1% | +545.7% | +87.3% | +107.3% |
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