-24.1%
FICO vs APA
+24.2%
-48.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -0.9% | -15.5% | +14.6% | +0.2% |
| 30D | +3.3% | +2.4% | +1.0% | +3.1% |
| 3M | -31.7% | +22.8% | -54.5% | -32.5% |
| 6M | -34.0% | +17.9% | -51.9% | -34.6% |
| YTD | -58.3% | +87.7% | -146.0% | -60.0% |
| 1Y | -57.9% | +94.2% | -152.1% | -59.8% |
| 3Y | -24.1% | +27.2% | -51.3% | -31.5% |
| All | -24.1% | +24.2% | -48.3% | -31.5% |
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