-35.9%
APP vs FICO
-39.1%
+3.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.7% | +18.9% | +5.3% |
| 7D | +0.9% | -19.2% | +20.1% | +4.6% |
| 30D | -23.3% | -14.6% | -8.7% | -21.3% |
| 3M | -42.6% | -20.1% | -22.5% | -41.4% |
| 6M | -33.6% | -36.3% | +2.7% | -29.0% |
| YTD | -52.4% | -44.9% | -7.6% | -49.2% |
| 1Y | -35.9% | -38.6% | +2.7% | -28.3% |
| All | -35.9% | -39.1% | +3.2% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling