-24.1%
FICO vs AME
+62.2%
-86.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.0% |
| 7D | -0.9% | -5.2% | +4.2% | +0.2% |
| 30D | +3.3% | -8.0% | +11.4% | +5.1% |
| 3M | -31.7% | -8.9% | -22.8% | -30.4% |
| 6M | -34.0% | -5.0% | -29.0% | -33.8% |
| YTD | -58.3% | +11.9% | -70.2% | -61.4% |
| 1Y | -57.9% | +16.6% | -74.6% | -61.8% |
| 3Y | -24.1% | +62.5% | -86.5% | -41.8% |
| All | -24.1% | +62.2% | -86.3% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling