+265,645.5%
AMZN vs FICO
+6,725.0%
+258,920.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +1.5% | +1.7% | -0.2% | -0.2% |
| 3M | -4.6% | -35.2% | +30.6% | +5.1% |
| 6M | -4.9% | -33.7% | +28.8% | +1.6% |
| YTD | +12.7% | -58.2% | +70.9% | +37.5% |
| 1Y | +4.0% | -56.6% | +60.6% | +25.0% |
| 3Y | +87.7% | -24.0% | +111.7% | +75.8% |
| 5Y | +47.9% | +86.1% | -38.2% | -0.6% |
| 10Y | +589.3% | +522.8% | +66.4% | +193.1% |
| All | +265,645.5% | +6,725.0% | +258,920.5% | +38,751.9% |
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