-58.4%
FICO vs AMRZ
-14.1%
-44.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | +9.4% | +15.9% | -6.4% | +6.7% |
| 3M | -30.4% | -9.2% | -21.2% | -30.0% |
| 6M | -35.1% | -20.3% | -14.8% | -34.0% |
| YTD | -56.8% | -21.5% | -35.3% | -57.7% |
| 1Y | -58.4% | -12.9% | -45.5% | -61.3% |
| All | -58.4% | -14.1% | -44.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling