+101.7%
FICO vs AMC
-99.4%
+201.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.3% | -21.0% | -16.9% |
| 7D | -19.2% | +2.3% | -21.5% | -19.3% |
| 30D | -14.6% | -0.7% | -13.8% | -14.6% |
| 3M | -20.1% | +35.2% | -55.3% | -22.2% |
| 6M | -36.3% | +124.6% | -160.9% | -40.1% |
| YTD | -44.9% | +69.9% | -114.7% | -47.3% |
| 1Y | -38.6% | -2.6% | -36.0% | -39.7% |
| 3Y | +4.0% | -79.8% | +83.8% | +8.0% |
| All | +101.7% | -99.4% | +201.1% | +150.7% |
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