-23.8%
FICO vs APA
+21.0%
-44.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -0.3% | -15.6% | +15.3% | +0.9% |
| 30D | +1.7% | -0.9% | +2.6% | +1.7% |
| 3M | -35.2% | +26.1% | -61.3% | -35.9% |
| 6M | -33.7% | +6.1% | -39.8% | -33.9% |
| YTD | -58.2% | +82.8% | -141.0% | -59.8% |
| 1Y | -56.6% | +106.5% | -163.1% | -58.6% |
| All | -23.8% | +21.0% | -44.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling