-38.6%
FICO vs APTV
-39.9%
+1.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.1% | -19.7% | -16.9% |
| 7D | -19.2% | +4.8% | -24.0% | -19.5% |
| 30D | -14.6% | +2.0% | -16.6% | -14.7% |
| 3M | -20.1% | -34.2% | +14.1% | -16.9% |
| 6M | -36.3% | -34.7% | -1.7% | -32.7% |
| YTD | -44.9% | -37.0% | -7.9% | -41.2% |
| 1Y | -38.6% | -40.4% | +1.8% | -34.1% |
| All | -38.6% | -39.9% | +1.3% | -34.1% |
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