+531.6%
FICO vs AME
+465.0%
+66.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | 0.0% |
| 7D | -0.1% | -1.5% | +1.5% | +0.6% |
| 30D | +8.4% | -4.2% | +12.6% | +10.6% |
| 3M | -30.5% | -5.9% | -24.6% | -28.7% |
| 6M | -35.7% | +2.8% | -38.5% | -38.7% |
| YTD | -57.2% | +16.6% | -73.8% | -63.3% |
| 1Y | -58.4% | +22.1% | -80.5% | -65.6% |
| 3Y | -24.8% | +64.7% | -89.5% | -52.0% |
| 5Y | +79.3% | +76.6% | +2.7% | +7.3% |
| 10Y | +531.6% | +443.9% | +87.8% | +98.3% |
| All | +531.6% | +465.0% | +66.6% | +98.3% |
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