-42.1%
FICO vs AMDL
+20.7%
-62.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -34.9% | +35.8% | +0.6% |
| 7D | -0.3% | -52.7% | +52.5% | -0.7% |
| 30D | +1.7% | -65.3% | +67.0% | +1.2% |
| 3M | -35.2% | -40.8% | +5.6% | -35.4% |
| 6M | -33.7% | -12.9% | -20.8% | -35.9% |
| YTD | -58.2% | +98.0% | -156.2% | -61.7% |
| 1Y | -56.6% | +30.1% | -86.7% | -59.3% |
| All | -42.1% | +20.7% | -62.8% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling