+61,451.9%
APH vs FICO
+63,856.2%
-2,404.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -18.7% | -29.1% | -43.3% |
| 7D | -48.7% | -19.4% | -29.3% | -44.2% |
| 30D | -51.9% | -14.6% | -37.3% | -48.6% |
| 3M | -43.6% | -20.1% | -23.5% | -39.5% |
| 6M | -37.5% | -36.3% | -1.2% | -30.4% |
| YTD | -38.6% | -44.9% | +6.2% | -29.7% |
| 1Y | -26.3% | -38.6% | +12.3% | -18.6% |
| 3Y | +89.2% | +4.0% | +85.2% | +80.4% |
| 5Y | +119.8% | +99.5% | +20.3% | +75.9% |
| 10Y | +454.3% | +604.7% | -150.4% | +230.8% |
| All | +61,451.9% | +63,856.2% | -2,404.2% | +19,502.3% |
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