+499.7%
FICO vs APD
+185.9%
+313.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -0.9% | -3.7% | +2.7% | +0.8% |
| 30D | +3.3% | +9.6% | -6.3% | -1.1% |
| 3M | -31.7% | +1.6% | -33.4% | -32.4% |
| 6M | -34.0% | +2.2% | -36.1% | -35.3% |
| YTD | -58.3% | +25.9% | -84.2% | -63.8% |
| 1Y | -57.9% | +20.1% | -78.1% | -62.7% |
| 3Y | -24.1% | +12.4% | -36.5% | -33.0% |
| 5Y | +85.3% | +11.1% | +74.2% | +60.3% |
| All | +499.7% | +185.9% | +313.8% | +177.8% |
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