+883.4%
APH vs FIS
-54.4%
+937.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.4% | +4.8% |
| 7D | -5.9% | -25.5% | +19.5% | +2.5% |
| 30D | -14.8% | -15.1% | +0.2% | -11.6% |
| 3M | -12.4% | -32.1% | +19.7% | -2.3% |
| 6M | +8.1% | -36.1% | +44.1% | +21.9% |
| YTD | +10.9% | -55.4% | +66.3% | +42.3% |
| 1Y | +8.8% | -53.9% | +62.7% | +37.6% |
| 3Y | +262.1% | -39.8% | +301.8% | +296.8% |
| 5Y | +283.1% | -71.1% | +354.2% | +458.6% |
| All | +883.4% | -54.4% | +937.8% | +1,072.7% |
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 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