+91.0%
FICO vs APTV
-77.1%
+168.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +1.4% | -5.0% | +6.4% | +2.7% |
| 30D | -0.8% | -12.3% | +11.5% | +2.2% |
| 3M | -31.3% | -19.9% | -11.4% | -27.8% |
| 6M | -33.9% | -29.4% | -4.6% | -29.8% |
| YTD | -57.6% | -49.0% | -8.6% | -50.8% |
| 1Y | -59.7% | -53.1% | -6.6% | -52.1% |
| 3Y | -28.0% | -48.9% | +20.9% | -20.6% |
| 5Y | +91.0% | -77.2% | +168.2% | +169.2% |
| All | +91.0% | -77.1% | +168.1% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling