+132,150.7%
AAPL vs FICO
+78,963.7%
+53,187.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +3.2% | +1.7% | +1.4% | +2.3% |
| 3M | +10.8% | -35.2% | +46.0% | +17.9% |
| 6M | +21.3% | -33.7% | +55.0% | +27.6% |
| YTD | +26.9% | -58.2% | +85.1% | +44.1% |
| 1Y | +27.9% | -56.6% | +84.5% | +43.9% |
| 3Y | +97.5% | -24.0% | +121.4% | +94.4% |
| 5Y | +132.9% | +86.1% | +46.9% | +90.3% |
| 10Y | +1,275.7% | +522.8% | +752.9% | +814.9% |
| All | +132,150.7% | +78,963.7% | +53,187.0% | +62,354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling