+76.9%
FICO vs AMC
-99.3%
+176.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.5% |
| 7D | -0.9% | +2.6% | -3.6% | -1.2% |
| 30D | +3.3% | +9.0% | -5.7% | +2.7% |
| 3M | -31.7% | +22.2% | -53.9% | -32.6% |
| 6M | -34.0% | +91.5% | -125.4% | -37.1% |
| YTD | -58.3% | +101.3% | -159.6% | -60.6% |
| 1Y | -57.9% | +20.8% | -78.7% | -59.2% |
| 3Y | -24.1% | -71.3% | +47.3% | -22.1% |
| All | +76.9% | -99.3% | +176.2% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling