+1,649.0%
APO vs FICO
+2,175.3%
-526.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.2% | +11.3% | +9.2% |
| 7D | +8.2% | +0.4% | +7.8% | +8.0% |
| 30D | +6.4% | +1.7% | +4.8% | +4.5% |
| 3M | -7.4% | -33.0% | +25.6% | +2.3% |
| 6M | -4.2% | -33.9% | +29.7% | +3.5% |
| YTD | -14.1% | -58.5% | +44.4% | +9.7% |
| 1Y | -4.4% | -56.4% | +52.0% | +19.3% |
| 3Y | +51.2% | -24.7% | +75.9% | +40.9% |
| 5Y | +75.0% | +83.1% | -8.1% | +6.4% |
| 10Y | +921.9% | +517.2% | +404.7% | +280.5% |
| All | +1,649.0% | +2,175.3% | -526.3% | +297.0% |
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