-39.3%
FICO vs AMCR
+11.9%
-51.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -15.4% | -1.8% | -13.6% | -15.0% |
| 30D | -10.4% | -6.0% | -4.4% | -8.8% |
| 3M | -22.7% | +18.9% | -41.6% | -25.4% |
| 6M | -36.8% | +5.7% | -42.4% | -37.2% |
| YTD | -44.8% | +11.1% | -55.9% | -47.2% |
| 1Y | -39.3% | +12.7% | -52.0% | -40.9% |
| All | -39.3% | +11.9% | -51.2% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling