-38.6%
FICO vs AMC
-2.6%
-36.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.3% | -21.0% | -17.1% |
| 7D | -19.2% | +2.3% | -21.5% | -19.4% |
| 30D | -14.6% | -0.7% | -13.8% | -14.7% |
| 3M | -20.1% | +35.2% | -55.3% | -24.5% |
| 6M | -36.3% | +124.6% | -160.9% | -46.3% |
| YTD | -44.9% | +69.9% | -114.7% | -51.0% |
| 1Y | -38.6% | -2.6% | -36.0% | -40.3% |
| All | -38.6% | -2.6% | -36.0% | -40.3% |
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