+539.5%
FICO vs AME
+437.3%
+102.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | +4.0% | +1.1% | +2.9% | +3.0% |
| 30D | -1.5% | -4.1% | +2.6% | +0.4% |
| 3M | -29.8% | -6.3% | -23.5% | -27.7% |
| 6M | -33.3% | +3.5% | -36.8% | -36.6% |
| YTD | -56.9% | +17.3% | -74.2% | -63.2% |
| 1Y | -59.5% | +22.0% | -81.5% | -66.4% |
| 3Y | -26.9% | +62.0% | -88.9% | -52.7% |
| 5Y | +92.9% | +78.5% | +14.4% | +14.4% |
| 10Y | +539.5% | +441.6% | +97.9% | +95.1% |
| All | +539.5% | +437.3% | +102.2% | +95.1% |
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