-24.1%
FICO vs AMCR
+16.4%
-40.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -0.9% | -5.3% | +4.4% | +0.3% |
| 30D | +3.3% | +8.7% | -5.4% | +0.9% |
| 3M | -31.7% | -3.3% | -28.4% | -31.3% |
| 6M | -34.0% | +15.1% | -49.0% | -36.2% |
| YTD | -58.3% | +12.4% | -70.7% | -59.8% |
| 1Y | -57.9% | +15.8% | -73.7% | -59.7% |
| 3Y | -24.1% | +16.7% | -40.8% | -26.7% |
| All | -24.1% | +16.4% | -40.4% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling