+541.4%
FICO vs AME
+444.5%
+97.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +2.2% | +5.9% | -3.7% | -1.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.5% |
| 3M | -35.2% | -5.4% | -29.8% | -33.6% |
| 6M | -32.4% | +4.9% | -37.3% | -36.4% |
| YTD | -57.4% | +18.5% | -75.9% | -63.9% |
| 1Y | -58.5% | +25.5% | -84.0% | -66.3% |
| 3Y | -28.9% | +63.0% | -91.9% | -54.2% |
| 5Y | +91.7% | +78.3% | +13.4% | +13.9% |
| All | +541.4% | +444.5% | +97.0% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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