+84.4%
FICO vs APA
+94.1%
-9.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +2.2% | +8.5% | -6.3% | +1.3% |
| 30D | +0.1% | +2.8% | -2.7% | -0.4% |
| 3M | -35.2% | +21.7% | -56.9% | -36.6% |
| 6M | -32.4% | +32.6% | -65.0% | -34.6% |
| YTD | -57.4% | +103.7% | -161.1% | -61.1% |
| 1Y | -58.5% | +101.8% | -160.3% | -62.1% |
| 3Y | -28.9% | +48.1% | -76.9% | -34.5% |
| All | +84.4% | +94.1% | -9.7% | +62.4% |
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