+844.5%
APH vs FICO
+514.7%
+329.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.6% |
| 7D | -12.7% | -0.3% | -12.5% | -12.7% |
| 30D | -19.2% | +1.7% | -20.9% | -20.3% |
| 3M | -16.7% | -35.2% | +18.5% | -9.8% |
| 6M | +5.1% | -33.7% | +38.8% | +10.3% |
| YTD | +6.6% | -58.2% | +64.7% | +26.9% |
| 1Y | +3.9% | -56.6% | +60.5% | +21.8% |
| 3Y | +246.0% | -24.0% | +270.0% | +208.5% |
| 5Y | +268.0% | +86.1% | +181.9% | +117.3% |
| All | +844.5% | +514.7% | +329.8% | +234.1% |
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