+803.3%
APP vs FICO
-24.0%
+827.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.9% | +30.1% | +30.7% |
| 7D | +39.7% | -0.3% | +39.9% | +39.7% |
| 30D | +27.7% | +1.7% | +26.0% | +25.6% |
| 3M | -14.8% | -35.2% | +20.4% | -3.6% |
| 6M | -25.5% | -33.7% | +8.1% | -19.3% |
| YTD | -47.2% | -58.2% | +11.0% | -28.8% |
| 1Y | -42.3% | -56.6% | +14.3% | -24.3% |
| All | +803.3% | -24.0% | +827.3% | +563.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling