-57.9%
FICO vs APD
+24.7%
-82.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.5% |
| 7D | -0.9% | -3.7% | +2.7% | -1.2% |
| 30D | +3.3% | +9.6% | -6.3% | +4.4% |
| 3M | -31.7% | +1.6% | -33.4% | -31.5% |
| 6M | -34.0% | +2.2% | -36.1% | -33.6% |
| YTD | -58.3% | +25.9% | -84.2% | -58.8% |
| 1Y | -57.9% | +20.1% | -78.1% | -58.0% |
| All | -57.9% | +24.7% | -82.6% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling