+1,069.5%
FICO vs AMC
-97.4%
+1,166.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.3% | -10.5% | -3.4% |
| 7D | +0.4% | +17.7% | -17.3% | +0.1% |
| 30D | +1.7% | +26.2% | -24.5% | +1.1% |
| 3M | -33.0% | +31.3% | -64.4% | -33.5% |
| 6M | -33.9% | +142.8% | -176.6% | -35.3% |
| YTD | -58.5% | +125.6% | -184.2% | -59.5% |
| 1Y | -56.4% | +40.2% | -96.6% | -57.0% |
| 3Y | -24.7% | -67.2% | +42.5% | -24.6% |
| 5Y | +83.1% | -99.1% | +182.2% | +89.7% |
| 10Y | +517.2% | -98.5% | +615.7% | +522.1% |
| All | +1,069.5% | -97.4% | +1,166.9% | +906.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling