+951.3%
APH vs FIS
-54.6%
+1,005.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.6% | +8.6% |
| 7D | +1.1% | -29.4% | +30.5% | +12.1% |
| 30D | -7.5% | -16.7% | +9.3% | -3.4% |
| 3M | -4.4% | -33.0% | +28.5% | +7.0% |
| 6M | +26.5% | -33.3% | +59.8% | +40.3% |
| YTD | +20.0% | -56.0% | +76.0% | +54.6% |
| 1Y | +16.9% | -54.6% | +71.4% | +48.5% |
| 3Y | +288.5% | -40.6% | +329.1% | +327.9% |
| 5Y | +310.3% | -71.9% | +382.2% | +506.2% |
| 10Y | +951.3% | -55.3% | +1,006.6% | +1,160.3% |
| All | +951.3% | -54.6% | +1,005.9% | +1,160.3% |
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 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