+78.3%
APO vs FICO
+87.6%
-9.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.1% |
| 30D | +4.4% | -0.8% | +5.1% | +4.0% |
| 3M | -12.1% | -31.3% | +19.2% | -5.3% |
| 6M | -7.2% | -33.9% | +26.7% | -1.3% |
| YTD | -15.1% | -57.6% | +42.4% | +3.6% |
| 1Y | -7.7% | -59.7% | +52.0% | +14.6% |
| 3Y | +49.6% | -28.0% | +77.6% | +40.7% |
| 5Y | +78.3% | +91.0% | -12.7% | +10.8% |
| All | +78.3% | +87.6% | -9.3% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling