+1,361.6%
AAPL vs FIS
-55.0%
+1,416.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +2.0% |
| 7D | +3.2% | -3.5% | +6.7% | +4.3% |
| 30D | +4.1% | -19.4% | +23.5% | +9.2% |
| 3M | +17.5% | -31.6% | +49.1% | +30.8% |
| 6M | +20.6% | -32.5% | +53.1% | +34.3% |
| YTD | +31.0% | -56.0% | +87.0% | +71.2% |
| 1Y | +30.2% | -55.5% | +85.8% | +69.4% |
| 3Y | +92.9% | -41.3% | +134.2% | +115.2% |
| 5Y | +142.4% | -72.3% | +214.7% | +270.0% |
| All | +1,361.6% | -55.0% | +1,416.6% | +1,702.4% |
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