+101.7%
FICO vs AMCR
-5.7%
+107.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-07 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | -1.9% | -17.3% | -18.6% |
| 30D | -14.6% | -4.1% | -10.5% | -13.2% |
| 3M | -20.1% | +21.7% | -41.8% | -25.7% |
| 6M | -36.3% | +1.5% | -37.8% | -36.8% |
| YTD | -44.9% | +13.1% | -58.0% | -48.0% |
| 1Y | -38.6% | +16.5% | -55.1% | -42.8% |
| 3Y | +4.0% | +10.3% | -6.3% | -4.4% |
| All | +101.7% | -5.7% | +107.4% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2021-09-07 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
2021-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling