-56.4%
FICO vs APTV
-46.4%
-10.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.6% | -7.9% | -3.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | +1.7% | -1.4% | +3.1% | +1.8% |
| 3M | -33.0% | -9.3% | -23.7% | -32.7% |
| 6M | -33.9% | -27.3% | -6.5% | -33.5% |
| YTD | -58.5% | -43.1% | -15.4% | -55.6% |
| 1Y | -56.4% | -46.5% | -9.9% | -52.3% |
| All | -56.4% | -46.4% | -10.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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