+944.2%
APH vs FICO
+544.1%
+400.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.4% | +4.0% | -3.6% | -0.6% |
| 30D | -8.0% | -1.5% | -6.5% | -8.2% |
| 3M | -5.0% | -29.8% | +24.8% | +0.7% |
| 6M | +29.9% | -33.3% | +63.2% | +36.4% |
| YTD | +18.0% | -56.9% | +74.9% | +39.4% |
| 1Y | +11.3% | -59.5% | +70.8% | +34.2% |
| 3Y | +274.9% | -26.9% | +301.8% | +241.0% |
| 5Y | +300.6% | +92.9% | +207.7% | +134.5% |
| 10Y | +944.2% | +539.5% | +404.7% | +261.8% |
| All | +944.2% | +544.1% | +400.1% | +261.8% |
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