+67.9%
APO vs FICO
+84.1%
-16.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.7% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +1.1% | +1.7% | -0.6% | -0.2% |
| 3M | -9.2% | -35.2% | +26.0% | -0.7% |
| 6M | -9.2% | -33.7% | +24.4% | -3.8% |
| YTD | -18.0% | -58.2% | +40.2% | +0.4% |
| 1Y | -10.9% | -56.6% | +45.7% | +7.4% |
| 3Y | +44.4% | -24.0% | +68.4% | +32.6% |
| 5Y | +67.9% | +86.1% | -18.1% | +5.8% |
| All | +67.9% | +84.1% | -16.1% | +5.8% |
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