+930.0%
APH vs FIS
-53.2%
+983.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.1% |
| 7D | +4.9% | +2.8% | +2.1% | +3.6% |
| 30D | -5.4% | -16.7% | +11.3% | -1.3% |
| 3M | -5.5% | -32.3% | +26.8% | +5.4% |
| 6M | +25.9% | -29.1% | +55.0% | +36.3% |
| YTD | +16.4% | -54.1% | +70.5% | +47.5% |
| 1Y | +16.5% | -53.7% | +70.2% | +47.0% |
| 3Y | +270.9% | -38.8% | +309.7% | +304.0% |
| 5Y | +289.5% | -71.1% | +360.6% | +470.8% |
| All | +930.0% | -53.2% | +983.2% | +1,105.1% |
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