+2,014.5%
FICO vs APTV
+142.3%
+1,872.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | +0.8% |
| 7D | -0.9% | -10.2% | +9.3% | +2.6% |
| 30D | +3.3% | -10.8% | +14.2% | +7.1% |
| 3M | -31.7% | -14.8% | -16.9% | -28.4% |
| 6M | -34.0% | -30.6% | -3.4% | -27.2% |
| YTD | -58.3% | -48.2% | -10.2% | -49.4% |
| 1Y | -57.9% | -52.0% | -6.0% | -47.4% |
| 3Y | -24.1% | -47.0% | +23.0% | -14.0% |
| 5Y | +85.3% | -77.5% | +162.8% | +186.5% |
| 10Y | +520.3% | -27.0% | +547.3% | +405.1% |
| All | +2,014.5% | +142.3% | +1,872.2% | +835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling