-56.4%
FICO vs AMDL
+108.7%
-165.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.1% |
| 7D | +0.4% | -30.7% | +31.1% | -2.5% |
| 30D | +1.7% | -43.8% | +45.4% | -2.3% |
| 3M | -33.0% | -24.5% | -8.5% | -33.1% |
| 6M | -33.9% | +44.7% | -78.6% | -30.6% |
| YTD | -58.5% | +204.0% | -262.5% | -54.2% |
| 1Y | -56.4% | +109.1% | -165.4% | -52.7% |
| All | -56.4% | +108.7% | -165.0% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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