-58.5%
FICO vs AMCR
+8.7%
-67.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | +0.1% | +3.6% | -3.5% | -1.4% |
| 3M | -35.2% | -4.2% | -31.0% | -34.7% |
| 6M | -32.4% | +15.5% | -47.9% | -34.5% |
| YTD | -57.4% | +9.7% | -67.1% | -59.2% |
| 1Y | -58.5% | +8.3% | -66.8% | -59.9% |
| All | -58.5% | +8.7% | -67.2% | -59.9% |
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