+146.2%
AAPL vs FIS
-70.7%
+217.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.7% | -4.7% | +0.6% |
| 7D | +1.8% | +1.5% | +0.2% | +1.4% |
| 30D | +4.3% | -11.8% | +16.1% | +5.2% |
| 3M | +16.6% | -28.5% | +45.2% | +24.1% |
| 6M | +21.6% | -27.0% | +48.6% | +28.2% |
| YTD | +31.2% | -53.1% | +84.3% | +55.4% |
| 1Y | +29.6% | -52.8% | +82.3% | +53.1% |
| 3Y | +93.1% | -37.5% | +130.6% | +105.5% |
| 5Y | +146.2% | -71.1% | +217.3% | +229.4% |
| All | +146.2% | -70.7% | +217.0% | +229.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling