+86.1%
FICO vs AMC
-99.3%
+185.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.5% | +13.4% | +1.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +1.7% | +4.4% | -2.7% | +1.3% |
| 3M | -35.2% | +15.4% | -50.5% | -35.8% |
| 6M | -33.7% | +93.7% | -127.4% | -36.9% |
| YTD | -58.2% | +97.4% | -155.6% | -60.4% |
| 1Y | -56.6% | +23.2% | -79.8% | -57.9% |
| 3Y | -24.0% | -71.3% | +47.3% | -22.1% |
| 5Y | +86.1% | -99.3% | +185.3% | +125.5% |
| All | +86.1% | -99.3% | +185.3% | +125.5% |
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 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