+86.1%
FICO vs APD
+15.3%
+70.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +1.8% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | +1.7% | +10.1% | -8.4% | -1.1% |
| 3M | -35.2% | +4.9% | -40.1% | -36.1% |
| 6M | -33.7% | +2.5% | -36.1% | -34.4% |
| YTD | -58.2% | +27.8% | -85.9% | -62.0% |
| 1Y | -56.6% | +32.9% | -89.5% | -61.3% |
| 3Y | -24.0% | +13.4% | -37.3% | -29.0% |
| 5Y | +86.1% | +12.8% | +73.2% | +59.5% |
| All | +86.1% | +15.3% | +70.8% | +59.5% |
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