+1,254.4%
AAPL vs FIS
-39.9%
+1,294.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.1% |
| 7D | -0.5% | -8.9% | +8.4% | +3.0% |
| 30D | +7.1% | -9.9% | +17.0% | +11.2% |
| 3M | +12.1% | 0.0% | +12.1% | +11.5% |
| 6M | +25.4% | -22.9% | +48.3% | +36.8% |
| YTD | +20.5% | -40.9% | +61.3% | +45.6% |
| 1Y | +44.5% | -40.4% | +85.0% | +73.5% |
| 3Y | +85.8% | -25.4% | +111.1% | +96.0% |
| 5Y | +124.8% | -64.8% | +189.6% | +225.3% |
| All | +1,254.4% | -39.9% | +1,294.2% | +1,499.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling