+665.4%
FICO vs AMCR
+13.3%
+652.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.7% | +8.1% | +6.6% |
| 7D | -10.6% | -6.3% | -4.3% | -8.1% |
| 30D | -6.3% | -7.1% | +0.8% | -3.3% |
| 3M | -19.7% | +12.7% | -32.4% | -24.0% |
| 6M | -31.8% | +5.2% | -36.9% | -33.8% |
| YTD | -41.8% | +8.1% | -49.9% | -44.8% |
| 1Y | -36.4% | +10.0% | -46.5% | -40.2% |
| 3Y | +9.3% | +6.6% | +2.7% | +0.6% |
| 5Y | +113.0% | -11.4% | +124.4% | +113.8% |
| 10Y | +665.4% | +13.3% | +652.1% | +475.8% |
| All | +665.4% | +13.3% | +652.1% | +475.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling