+78,963.7%
FICO vs APD
+6,285.2%
+72,678.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +2.1% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +1.7% | +10.1% | -8.4% | -2.1% |
| 3M | -35.2% | +4.9% | -40.1% | -36.5% |
| 6M | -33.7% | +2.5% | -36.1% | -34.9% |
| YTD | -58.2% | +27.8% | -85.9% | -62.8% |
| 1Y | -56.6% | +32.9% | -89.5% | -62.1% |
| 3Y | -24.0% | +13.4% | -37.3% | -31.1% |
| 5Y | +86.1% | +12.8% | +73.2% | +66.8% |
| 10Y | +522.8% | +194.6% | +328.2% | +283.0% |
| All | +78,963.7% | +6,285.2% | +72,678.5% | +25,619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling