+391.7%
APP vs FICO
+75.8%
+315.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.7% | +18.9% | +11.0% |
| 7D | +0.9% | -19.2% | +20.1% | +11.3% |
| 30D | -23.3% | -14.6% | -8.7% | -17.7% |
| 3M | -42.6% | -20.1% | -22.5% | -38.3% |
| 6M | -33.6% | -36.3% | +2.7% | -20.1% |
| YTD | -52.4% | -44.9% | -7.6% | -37.6% |
| 1Y | -35.9% | -38.6% | +2.7% | -24.7% |
| 3Y | +642.2% | +4.0% | +638.2% | +482.8% |
| 5Y | +311.1% | +99.5% | +211.6% | +106.7% |
| All | +391.7% | +75.8% | +315.8% | +138.6% |
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