+126,376.5%
APH vs FICO
+47,993.0%
+78,383.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -2.9% | -5.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -9.5% | +1.7% | -11.1% | -10.5% |
| 3M | -7.6% | -33.0% | +25.4% | -2.1% |
| 6M | +12.4% | -33.9% | +46.3% | +17.6% |
| YTD | +17.5% | -58.5% | +76.1% | +34.7% |
| 1Y | +16.4% | -56.4% | +72.8% | +31.6% |
| 3Y | +281.6% | -24.7% | +306.3% | +268.0% |
| 5Y | +317.7% | +83.1% | +234.6% | +219.6% |
| 10Y | +967.8% | +517.2% | +450.6% | +518.2% |
| All | +126,376.5% | +47,993.0% | +78,383.5% | +40,201.3% |
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