+3.1%
FICO vs AMCR
+11.6%
-8.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | -1.9% | -17.3% | -18.8% |
| 30D | -14.6% | -4.1% | -10.5% | -13.7% |
| 3M | -20.1% | +21.7% | -41.8% | -23.4% |
| 6M | -36.3% | +1.5% | -37.8% | -36.6% |
| YTD | -44.9% | +13.1% | -58.0% | -46.7% |
| 1Y | -38.6% | +13.0% | -51.6% | -40.7% |
| All | +3.1% | +11.6% | -8.5% | +0.9% |
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 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