+1,630.7%
FICO vs AMCR
+105.2%
+1,525.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -0.9% | -5.3% | +4.4% | +0.7% |
| 30D | +3.3% | +8.7% | -5.4% | +0.2% |
| 3M | -31.7% | -3.3% | -28.4% | -31.1% |
| 6M | -34.0% | +15.1% | -49.0% | -37.3% |
| YTD | -58.3% | +12.4% | -70.7% | -60.5% |
| 1Y | -57.9% | +15.8% | -73.7% | -60.6% |
| 3Y | -24.1% | +16.7% | -40.8% | -30.4% |
| 5Y | +85.3% | -5.1% | +90.4% | +82.3% |
| 10Y | +520.3% | +21.5% | +498.8% | +414.9% |
| All | +1,630.7% | +105.2% | +1,525.5% | +1,274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling