+541.4%
FICO vs APA
+8.7%
+532.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +2.2% | +8.5% | -6.3% | +0.9% |
| 30D | +0.1% | +2.8% | -2.7% | -0.5% |
| 3M | -35.2% | +21.7% | -56.9% | -37.1% |
| 6M | -32.4% | +32.6% | -65.0% | -35.5% |
| YTD | -57.4% | +103.7% | -161.1% | -62.3% |
| 1Y | -58.5% | +101.8% | -160.3% | -63.4% |
| 3Y | -28.9% | +48.1% | -76.9% | -36.1% |
| 5Y | +91.7% | +91.9% | -0.2% | +58.7% |
| All | +541.4% | +8.7% | +532.7% | +343.2% |
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