-34.0%
FICO vs APTV
-28.9%
-5.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | -0.5% |
| 7D | -0.9% | -10.2% | +9.3% | -1.2% |
| 30D | +3.3% | -10.8% | +14.2% | +3.2% |
| 3M | -31.7% | -14.8% | -16.9% | -32.0% |
| 6M | -34.0% | -30.6% | -3.4% | -32.5% |
| All | -34.0% | -28.9% | -5.1% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling