+500.0%
APP vs FICO
+32.9%
+467.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.0% |
| 7D | +71.2% | -0.9% | +72.2% | +71.8% |
| 30D | +39.1% | +3.3% | +35.7% | +34.7% |
| 3M | +16.5% | -31.7% | +48.3% | +31.6% |
| 6M | -16.6% | -34.0% | +17.4% | -7.2% |
| YTD | -41.9% | -58.3% | +16.4% | -16.7% |
| 1Y | -37.0% | -57.9% | +20.9% | -11.0% |
| 3Y | +892.4% | -24.1% | +916.5% | +778.2% |
| 5Y | +297.3% | +85.3% | +212.0% | +87.6% |
| All | +500.0% | +32.9% | +467.1% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling