-58.8%
FICO vs AMDL
+127.5%
-186.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +26.8% | -24.0% | +4.8% |
| 7D | -0.1% | +10.3% | -10.3% | +1.6% |
| 30D | +8.4% | -38.3% | +46.7% | +5.8% |
| 3M | -30.5% | -8.7% | -21.8% | -29.2% |
| 6M | -35.7% | -14.4% | -21.4% | -33.5% |
| YTD | -57.2% | +206.9% | -264.1% | -52.8% |
| All | -58.8% | +127.5% | -186.3% | -55.3% |
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