+541.4%
FICO vs AMC
-98.8%
+640.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | +2.2% | +3.5% | -1.3% | +2.2% |
| 30D | +0.1% | +12.5% | -12.4% | -0.2% |
| 3M | -35.2% | +23.6% | -58.7% | -35.4% |
| 6M | -32.4% | +144.4% | -176.7% | -33.6% |
| YTD | -57.4% | +108.3% | -165.7% | -58.1% |
| 1Y | -58.5% | +38.9% | -97.4% | -59.0% |
| 3Y | -28.9% | -58.9% | +30.0% | -29.1% |
| 5Y | +91.7% | -99.2% | +190.9% | +96.8% |
| All | +541.4% | -98.8% | +640.2% | +516.8% |
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