+316.8%
APP vs FICO
+32.2%
+284.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.2% | +13.9% | +12.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.1% |
| 30D | -3.6% | +1.7% | -5.3% | -6.0% |
| 3M | -35.3% | -33.0% | -2.2% | -25.8% |
| 6M | -42.8% | -33.9% | -8.9% | -36.5% |
| YTD | -59.7% | -58.5% | -1.1% | -42.1% |
| 1Y | -55.4% | -56.4% | +1.0% | -38.4% |
| 3Y | +592.0% | -24.7% | +616.7% | +514.5% |
| 5Y | +175.7% | +83.1% | +92.6% | +31.1% |
| All | +316.8% | +32.2% | +284.6% | +121.4% |
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 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