+31.0%
AAPL vs FICO
-59.4%
+90.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +4.1% | +2.2% | +1.9% | +4.0% |
| 30D | +4.0% | +0.1% | +3.9% | +3.8% |
| 3M | +16.8% | -35.2% | +52.0% | +20.0% |
| 6M | +19.4% | -32.4% | +51.8% | +22.8% |
| YTD | +31.5% | -57.4% | +88.9% | +40.5% |
| 1Y | +31.0% | -58.5% | +89.5% | +40.7% |
| All | +31.0% | -59.4% | +90.4% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling