-56.6%
FICO vs AMC
+21.7%
-78.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.5% | +13.4% | +1.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.5% |
| 30D | +1.7% | +4.4% | -2.7% | +1.1% |
| 3M | -35.2% | +15.4% | -50.5% | -36.1% |
| 6M | -33.7% | +93.7% | -127.4% | -40.1% |
| YTD | -58.2% | +97.4% | -155.6% | -63.0% |
| 1Y | -56.6% | +23.2% | -79.8% | -59.5% |
| All | -56.6% | +21.7% | -78.3% | -59.5% |
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