-57.9%
FICO vs AMC
+24.6%
-82.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.6% |
| 7D | -0.9% | +2.6% | -3.6% | -1.3% |
| 30D | +3.3% | +9.0% | -5.7% | +2.3% |
| 3M | -31.7% | +22.2% | -53.9% | -33.0% |
| 6M | -34.0% | +91.5% | -125.4% | -40.1% |
| YTD | -58.3% | +101.3% | -159.6% | -63.2% |
| 1Y | -57.9% | +20.8% | -78.7% | -61.2% |
| All | -57.9% | +24.6% | -82.5% | -61.2% |
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