+109,490.2%
AAPL vs FIS
+225.0%
+109,265.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +2.1% |
| 7D | +3.2% | -3.5% | +6.7% | +4.4% |
| 30D | +4.1% | -19.4% | +23.5% | +9.8% |
| 3M | +17.5% | -31.6% | +49.1% | +31.5% |
| 6M | +20.6% | -32.5% | +53.1% | +35.0% |
| 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% | +118.7% |
| 5Y | +142.4% | -72.3% | +214.7% | +254.8% |
| 10Y | +1,324.9% | -55.0% | +1,379.9% | +1,598.7% |
| All | +109,490.2% | +225.0% | +109,265.2% | +52,871.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling