+109.4%
AAPL vs FICO
+99.8%
+9.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | +1.4% |
| 7D | +0.1% | -19.2% | +19.3% | +4.8% |
| 30D | +3.0% | -14.6% | +17.6% | +6.2% |
| 3M | +2.9% | -20.1% | +23.0% | +7.0% |
| 6M | +22.1% | -36.3% | +58.4% | +33.1% |
| YTD | +18.0% | -44.9% | +62.9% | +33.6% |
| 1Y | +33.9% | -38.6% | +72.6% | +44.7% |
| 3Y | +71.2% | +4.0% | +67.2% | +45.3% |
| All | +109.4% | +99.8% | +9.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling