+499.7%
FICO vs APA
0.0%
+499.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -0.9% | -15.5% | +14.6% | +1.5% |
| 30D | +3.3% | +2.4% | +1.0% | +2.8% |
| 3M | -31.7% | +22.8% | -54.5% | -33.9% |
| 6M | -34.0% | +17.9% | -51.9% | -36.0% |
| YTD | -58.3% | +87.7% | -146.0% | -62.7% |
| 1Y | -57.9% | +94.2% | -152.1% | -62.6% |
| 3Y | -24.1% | +27.2% | -51.3% | -30.1% |
| 5Y | +85.3% | +74.1% | +11.2% | +55.9% |
| All | +499.7% | 0.0% | +499.6% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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