-40.4%
FICO vs AMDL
+119.6%
-160.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.3% | -14.6% | -0.2% |
| 7D | +4.0% | +18.5% | -14.5% | +4.2% |
| 30D | -1.5% | -24.2% | +22.7% | -1.5% |
| 3M | -29.8% | +11.5% | -41.3% | -29.7% |
| 6M | -33.3% | -1.0% | -32.2% | -33.8% |
| YTD | -56.9% | +260.3% | -317.1% | -60.3% |
| 1Y | -59.5% | +178.2% | -237.6% | -62.2% |
| All | -40.4% | +119.6% | -160.0% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling