-36.3%
FICO vs AMC
+132.5%
-168.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.3% | -21.0% | -17.0% |
| 7D | -19.2% | +2.3% | -21.5% | -19.3% |
| 30D | -14.6% | -0.7% | -13.8% | -14.7% |
| 3M | -20.1% | +35.2% | -55.3% | -23.4% |
| 6M | -36.3% | +124.6% | -160.9% | -47.1% |
| All | -36.3% | +132.5% | -168.8% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling