-56.4%
FICO vs AMC
+38.0%
-94.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.3% | -10.5% | -3.8% |
| 7D | +0.4% | +17.7% | -17.3% | -1.0% |
| 30D | +1.7% | +26.2% | -24.5% | -0.5% |
| 3M | -33.0% | +31.3% | -64.4% | -34.6% |
| 6M | -33.9% | +142.8% | -176.6% | -41.7% |
| YTD | -58.5% | +125.6% | -184.2% | -63.7% |
| 1Y | -56.4% | +40.2% | -96.6% | -59.6% |
| All | -56.4% | +38.0% | -94.4% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling