-62.5%
FICO vs AMRZ
-17.5%
-45.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +3.3% | +15.1% | -11.7% | +1.0% |
| 3M | -31.7% | -18.1% | -13.7% | -30.5% |
| 6M | -34.0% | -23.5% | -10.5% | -32.3% |
| YTD | -58.3% | -21.6% | -36.7% | -58.0% |
| 1Y | -57.9% | -14.7% | -43.2% | -58.2% |
| All | -62.5% | -17.5% | -45.1% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling