-57.9%
FICO vs AMDL
+62.4%
-120.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | +1.5% |
| 7D | -0.9% | -26.2% | +25.3% | -2.6% |
| 30D | +3.3% | -57.1% | +60.4% | -2.1% |
| 3M | -31.7% | -29.8% | -1.9% | -31.9% |
| 6M | -34.0% | -22.2% | -11.8% | -32.7% |
| YTD | -58.3% | +142.1% | -200.4% | -54.9% |
| 1Y | -57.9% | +85.8% | -143.8% | -54.9% |
| All | -57.9% | +62.4% | -120.4% | -54.9% |
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