+499.7%
FICO vs AMC
-98.7%
+598.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.4% |
| 7D | -0.9% | +2.6% | -3.6% | -1.0% |
| 30D | +3.3% | +9.0% | -5.7% | +3.1% |
| 3M | -31.7% | +22.2% | -53.9% | -32.0% |
| 6M | -34.0% | +91.5% | -125.4% | -34.9% |
| YTD | -58.3% | +101.3% | -159.6% | -59.0% |
| 1Y | -57.9% | +20.8% | -78.7% | -58.3% |
| 3Y | -24.1% | -71.3% | +47.3% | -23.9% |
| 5Y | +85.3% | -99.2% | +184.6% | +90.4% |
| All | +499.7% | -98.7% | +598.4% | +459.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling