+531.6%
FICO vs AMCR
+22.3%
+509.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -0.1% | -7.9% | +7.9% | +3.4% |
| 30D | +8.4% | +8.2% | +0.2% | +4.4% |
| 3M | -30.5% | -4.3% | -26.2% | -29.3% |
| 6M | -35.7% | +16.6% | -52.3% | -40.3% |
| YTD | -57.2% | +13.1% | -70.3% | -60.3% |
| 1Y | -58.4% | +14.4% | -72.8% | -61.6% |
| 3Y | -24.8% | +18.4% | -43.2% | -34.1% |
| 5Y | +79.3% | -5.8% | +85.1% | +74.9% |
| 10Y | +531.6% | +22.3% | +509.4% | +360.6% |
| All | +531.6% | +22.3% | +509.4% | +360.6% |
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