+79.9%
AAPL vs FIS
-22.6%
+102.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | 0.0% |
| 7D | -2.7% | -3.5% | +0.7% | -2.1% |
| 30D | +1.0% | -7.8% | +8.8% | +2.6% |
| 3M | +5.0% | +0.8% | +4.1% | +4.6% |
| 6M | +23.0% | -21.9% | +44.9% | +28.7% |
| YTD | +16.6% | -39.5% | +56.1% | +29.1% |
| 1Y | +33.4% | -41.0% | +74.4% | +48.4% |
| 3Y | +79.9% | -23.6% | +103.5% | +86.7% |
| All | +79.9% | -22.6% | +102.5% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling