+603.9%
FICO vs APA
-3.2%
+607.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.2% | -13.5% | -16.2% |
| 7D | -19.2% | +0.5% | -19.7% | -19.2% |
| 30D | -14.6% | +23.4% | -38.0% | -17.3% |
| 3M | -20.1% | +12.7% | -32.8% | -21.7% |
| 6M | -36.3% | +39.4% | -75.7% | -40.1% |
| YTD | -44.9% | +79.0% | -123.8% | -50.2% |
| 1Y | -38.6% | +88.8% | -127.5% | -45.3% |
| 3Y | +4.0% | +6.4% | -2.4% | -1.5% |
| 5Y | +99.5% | +153.0% | -53.5% | +56.8% |
| All | +603.9% | -3.2% | +607.1% | +383.7% |
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