+1,306.6%
AAPL vs FICO
+535.6%
+771.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +5.0% | +0.9% | +4.1% | +4.6% |
| 30D | +3.5% | +9.4% | -5.9% | -0.2% |
| 3M | +13.1% | -30.4% | +43.5% | +22.6% |
| 6M | +19.0% | -35.1% | +54.1% | +29.9% |
| YTD | +28.5% | -56.8% | +85.3% | +58.6% |
| 1Y | +29.7% | -58.4% | +88.1% | +62.0% |
| 3Y | +89.2% | -26.7% | +115.9% | +73.7% |
| 5Y | +141.2% | +88.0% | +53.2% | +38.0% |
| 10Y | +1,306.6% | +545.7% | +760.9% | +364.0% |
| All | +1,306.6% | +535.6% | +771.0% | +364.0% |
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