+263,909.3%
AMZN vs FICO
+8,894.4%
+255,014.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +5.3% |
| 7D | -3.0% | -19.2% | +16.2% | +3.4% |
| 30D | -5.2% | -14.6% | +9.4% | -1.1% |
| 3M | +1.9% | -20.1% | +22.0% | +6.7% |
| 6M | +19.2% | -36.3% | +55.5% | +32.0% |
| YTD | +12.0% | -44.9% | +56.9% | +29.4% |
| 1Y | +9.7% | -38.6% | +48.3% | +20.4% |
| 3Y | +87.2% | +4.0% | +83.2% | +63.6% |
| 5Y | +48.7% | +99.5% | -50.9% | +1.4% |
| 10Y | +569.3% | +604.7% | -35.3% | +183.3% |
| All | +263,909.3% | +8,894.4% | +255,014.9% | +36,463.4% |
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