-23.8%
FICO vs AMDL
+95.0%
-118.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +9.2% | -25.9% | -16.7% |
| 7D | -19.2% | +4.5% | -23.7% | -19.2% |
| 30D | -14.6% | -4.4% | -10.2% | -14.6% |
| 3M | -20.1% | -30.5% | +10.4% | -19.9% |
| 6M | -36.3% | +300.9% | -337.2% | -41.4% |
| YTD | -44.9% | +219.9% | -264.8% | -49.3% |
| 1Y | -38.6% | +374.7% | -413.3% | -47.0% |
| All | -23.8% | +95.0% | -118.8% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling