-58.5%
FICO vs AMC
+33.2%
-91.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | +2.2% | +3.5% | -1.3% | +1.9% |
| 30D | +0.1% | +12.5% | -12.4% | -1.2% |
| 3M | -35.2% | +23.6% | -58.7% | -36.4% |
| 6M | -32.4% | +144.4% | -176.7% | -40.9% |
| YTD | -57.4% | +108.3% | -165.7% | -62.8% |
| 1Y | -58.5% | +38.9% | -97.4% | -61.3% |
| All | -58.5% | +33.2% | -91.7% | -61.3% |
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