-57.9%
FICO vs APTV
-52.5%
-5.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | -0.2% |
| 7D | -0.9% | -10.2% | +9.3% | -0.4% |
| 30D | +3.3% | -10.8% | +14.2% | +4.0% |
| 3M | -31.7% | -14.8% | -16.9% | -31.2% |
| 6M | -34.0% | -30.6% | -3.4% | -33.8% |
| YTD | -58.3% | -48.2% | -10.2% | -55.2% |
| 1Y | -57.9% | -52.0% | -6.0% | -53.5% |
| All | -57.9% | -52.5% | -5.4% | -53.5% |
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