+602.8%
FICO vs APTV
-19.3%
+622.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.7% |
| 7D | -15.4% | +2.0% | -17.4% | -16.3% |
| 30D | -10.4% | -7.7% | -2.7% | -8.2% |
| 3M | -22.7% | -34.0% | +11.3% | -12.0% |
| 6M | -36.8% | -37.1% | +0.3% | -27.8% |
| YTD | -44.8% | -39.9% | -4.9% | -36.3% |
| 1Y | -39.3% | -44.4% | +5.1% | -28.1% |
| 3Y | +3.7% | -54.5% | +58.2% | +25.9% |
| 5Y | +101.7% | -69.1% | +170.8% | +175.4% |
| 10Y | +602.8% | -20.0% | +622.8% | +482.3% |
| All | +602.8% | -19.3% | +622.0% | +482.3% |
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 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