+853.3%
APO vs FICO
+527.0%
+326.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | +5.8% | +2.2% | +3.5% | +5.0% |
| 30D | +8.9% | +0.1% | +8.8% | +8.0% |
| 3M | -13.6% | -35.2% | +21.5% | -2.7% |
| 6M | -5.4% | -32.4% | +27.0% | +1.6% |
| YTD | -13.6% | -57.4% | +43.8% | +10.6% |
| 1Y | -2.5% | -58.5% | +56.1% | +26.1% |
| 3Y | +50.9% | -28.9% | +79.7% | +41.1% |
| 5Y | +81.4% | +91.7% | -10.3% | -1.9% |
| All | +853.3% | +527.0% | +326.3% | +179.3% |
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 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