+1,249.0%
AAPL vs FICO
+512.2%
+736.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.7% | -0.9% | +0.3% | -0.5% |
| 30D | +1.7% | +3.3% | -1.6% | -0.2% |
| 3M | +9.7% | -31.7% | +41.4% | +19.5% |
| 6M | +19.3% | -34.0% | +53.3% | +29.1% |
| YTD | +26.3% | -58.3% | +84.6% | +57.5% |
| 1Y | +27.4% | -57.9% | +85.3% | +57.9% |
| 3Y | +93.6% | -24.1% | +117.7% | +74.1% |
| 5Y | +131.7% | +85.3% | +46.4% | +32.5% |
| All | +1,249.0% | +512.2% | +736.8% | +354.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling