+78,963.7%
FICO vs AME
+17,569.3%
+61,394.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.9% | +3.4% |
| 7D | -0.3% | -11.4% | +11.2% | +4.7% |
| 30D | +1.7% | -12.1% | +13.8% | +6.9% |
| 3M | -35.2% | -12.3% | -22.9% | -32.0% |
| 6M | -33.7% | -4.6% | -29.0% | -33.5% |
| YTD | -58.2% | +9.1% | -67.3% | -60.7% |
| 1Y | -56.6% | +13.3% | -69.9% | -59.8% |
| 3Y | -24.0% | +58.2% | -82.1% | -39.7% |
| 5Y | +86.1% | +63.4% | +22.6% | +45.8% |
| 10Y | +522.8% | +436.7% | +86.1% | +211.2% |
| All | +78,963.7% | +17,569.3% | +61,394.4% | +21,613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling