-28.0%
FICO vs APTV
-47.9%
+19.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +4.0% | -8.9% | +12.9% | +5.1% |
| 30D | -1.5% | -9.5% | +8.0% | -0.4% |
| 3M | -29.8% | -20.6% | -9.2% | -27.9% |
| 6M | -33.3% | -28.9% | -4.4% | -31.4% |
| YTD | -56.9% | -48.2% | -8.7% | -53.3% |
| 1Y | -59.5% | -51.7% | -7.8% | -55.6% |
| All | -28.0% | -47.9% | +19.9% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling