+1,804.4%
APO vs FICO
+2,925.7%
-1,121.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +5.7% |
| 7D | -1.0% | -19.2% | +18.2% | +6.5% |
| 30D | +3.5% | -14.6% | +18.1% | +8.7% |
| 3M | +4.5% | -20.1% | +24.6% | +10.3% |
| 6M | +22.8% | -36.3% | +59.1% | +39.0% |
| YTD | -6.5% | -44.9% | +38.4% | +11.7% |
| 1Y | +0.8% | -38.6% | +39.5% | +12.7% |
| 3Y | +62.0% | +4.0% | +58.0% | +38.4% |
| 5Y | +138.2% | +99.5% | +38.7% | +47.7% |
| 10Y | +940.3% | +604.7% | +335.6% | +281.1% |
| All | +1,804.4% | +2,925.7% | -1,121.3% | +304.2% |
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