+101.7%
FICO vs APA
+156.4%
-54.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.2% | -13.5% | -16.3% |
| 7D | -19.2% | +0.5% | -19.7% | -19.2% |
| 30D | -14.6% | +23.4% | -38.0% | -16.5% |
| 3M | -20.1% | +12.7% | -32.8% | -21.2% |
| 6M | -36.3% | +39.4% | -75.7% | -39.1% |
| YTD | -44.9% | +79.0% | -123.8% | -48.8% |
| 1Y | -38.6% | +88.8% | -127.5% | -43.7% |
| 3Y | +4.0% | +6.4% | -2.4% | +0.3% |
| All | +101.7% | +156.4% | -54.7% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling