+531.6%
FICO vs APA
+0.9%
+530.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.1% | -8.7% | +8.7% | +1.3% |
| 30D | +8.4% | -2.4% | +10.8% | +8.7% |
| 3M | -30.5% | +19.0% | -49.5% | -32.4% |
| 6M | -35.7% | +26.8% | -62.5% | -38.3% |
| YTD | -57.2% | +87.3% | -144.5% | -61.7% |
| 1Y | -58.4% | +92.3% | -150.7% | -63.0% |
| 3Y | -24.8% | +37.3% | -62.1% | -31.7% |
| 5Y | +79.3% | +73.2% | +6.1% | +50.9% |
| 10Y | +531.6% | -0.9% | +532.5% | +341.8% |
| All | +531.6% | +0.9% | +530.8% | +341.8% |
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