+76.9%
FICO vs AME
+66.2%
+10.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.5% |
| 7D | -0.9% | -5.2% | +4.2% | +1.3% |
| 30D | +3.3% | -8.0% | +11.4% | +6.8% |
| 3M | -31.7% | -8.9% | -22.8% | -29.3% |
| 6M | -34.0% | -5.0% | -29.0% | -33.7% |
| YTD | -58.3% | +11.9% | -70.2% | -62.6% |
| 1Y | -57.9% | +16.6% | -74.6% | -63.3% |
| 3Y | -24.1% | +62.5% | -86.5% | -50.0% |
| All | +76.9% | +66.2% | +10.7% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling