+602.8%
FICO vs AME
+416.5%
+186.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -17.7% |
| 7D | -19.2% | +0.6% | -19.8% | -19.7% |
| 30D | -14.6% | -6.7% | -7.9% | -11.0% |
| 3M | -20.1% | +4.1% | -24.2% | -23.5% |
| 6M | -36.3% | +1.6% | -37.9% | -38.8% |
| YTD | -44.9% | +16.1% | -61.0% | -52.1% |
| 1Y | -38.6% | +27.3% | -66.0% | -50.5% |
| 3Y | +4.0% | +50.9% | -46.9% | -28.2% |
| 5Y | +99.5% | +81.4% | +18.2% | +18.0% |
| All | +602.8% | +416.5% | +186.3% | +127.5% |
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