-37.5%
APH vs FICO
-35.4%
-2.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -18.7% | -29.1% | -41.4% |
| 7D | -48.7% | -19.4% | -29.3% | -42.5% |
| 30D | -51.9% | -14.6% | -37.3% | -45.7% |
| 3M | -43.6% | -20.1% | -23.5% | -37.4% |
| 6M | -37.5% | -36.3% | -1.2% | -31.4% |
| All | -37.5% | -35.4% | -2.1% | -31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling