+76.9%
FICO vs APD
+11.0%
+66.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -0.9% | -3.7% | +2.7% | +0.1% |
| 30D | +3.3% | +9.6% | -6.3% | +0.6% |
| 3M | -31.7% | +1.6% | -33.4% | -32.1% |
| 6M | -34.0% | +2.2% | -36.1% | -34.7% |
| YTD | -58.3% | +25.9% | -84.2% | -62.0% |
| 1Y | -57.9% | +20.1% | -78.1% | -61.0% |
| 3Y | -24.1% | +12.4% | -36.5% | -29.0% |
| All | +76.9% | +11.0% | +66.0% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling