+93.6%
AAPL vs FICO
-24.3%
+117.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.7% | -0.9% | +0.3% | -0.6% |
| 30D | +1.7% | +3.3% | -1.6% | +0.9% |
| 3M | +9.7% | -31.7% | +41.4% | +14.4% |
| 6M | +19.3% | -34.0% | +53.3% | +24.2% |
| YTD | +26.3% | -58.3% | +84.6% | +42.3% |
| 1Y | +27.4% | -57.9% | +85.3% | +43.0% |
| 3Y | +93.6% | -24.1% | +117.7% | +75.2% |
| All | +93.6% | -24.3% | +117.9% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling