+333.0%
APP vs FICO
+99.8%
+233.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.7% | +18.9% | +10.9% |
| 7D | +0.9% | -19.2% | +20.1% | +11.1% |
| 30D | -23.3% | -14.6% | -8.7% | -17.8% |
| 3M | -42.6% | -20.1% | -22.5% | -38.4% |
| 6M | -33.6% | -36.3% | +2.7% | -20.3% |
| YTD | -52.4% | -44.9% | -7.6% | -37.7% |
| 1Y | -35.9% | -38.6% | +2.7% | -24.9% |
| 3Y | +642.2% | +4.0% | +638.2% | +484.6% |
| All | +333.0% | +99.8% | +233.2% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling