+502.1%
FICO vs APD
+190.3%
+311.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +2.3% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +1.7% | +10.1% | -8.4% | -2.9% |
| 3M | -35.2% | +4.9% | -40.1% | -36.8% |
| 6M | -33.7% | +2.5% | -36.1% | -35.1% |
| YTD | -58.2% | +27.8% | -85.9% | -63.9% |
| 1Y | -56.6% | +32.9% | -89.5% | -63.6% |
| 3Y | -24.0% | +13.4% | -37.3% | -33.1% |
| 5Y | +86.1% | +12.8% | +73.2% | +59.8% |
| All | +502.1% | +190.3% | +311.8% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling