+531.6%
FICO vs APTV
-26.1%
+557.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.3% |
| 7D | -0.1% | -9.8% | +9.7% | +3.2% |
| 30D | +8.4% | -8.9% | +17.3% | +11.4% |
| 3M | -30.5% | -19.5% | -11.0% | -25.7% |
| 6M | -35.7% | -31.1% | -4.6% | -29.1% |
| YTD | -57.2% | -47.5% | -9.6% | -48.4% |
| 1Y | -58.4% | -52.3% | -6.1% | -48.1% |
| 3Y | -24.8% | -45.2% | +20.4% | -16.3% |
| 5Y | +79.3% | -76.9% | +156.1% | +174.5% |
| 10Y | +531.6% | -25.1% | +556.7% | +440.1% |
| All | +531.6% | -26.1% | +557.8% | +440.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling