+104,095.6%
FICO vs APA
+815.8%
+103,279.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.2% | -13.5% | -16.1% |
| 7D | -19.2% | +0.5% | -19.7% | -19.2% |
| 30D | -14.6% | +23.4% | -38.0% | -17.7% |
| 3M | -20.1% | +12.7% | -32.8% | -22.0% |
| 6M | -36.3% | +39.4% | -75.7% | -40.6% |
| YTD | -44.9% | +79.0% | -123.8% | -50.9% |
| 1Y | -38.6% | +88.8% | -127.5% | -46.2% |
| 3Y | +4.0% | +6.4% | -2.4% | -2.5% |
| 5Y | +99.5% | +153.0% | -53.5% | +52.9% |
| 10Y | +604.7% | +7.5% | +597.1% | +414.5% |
| All | +104,095.6% | +815.8% | +103,279.8% | +78,705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling