+1,059.7%
APH vs FIS
-38.3%
+1,098.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +5.0% | +1.1% | +3.9% | +4.5% |
| 30D | -3.9% | -2.2% | -1.7% | -3.4% |
| 3M | +13.0% | +2.1% | +10.8% | +10.8% |
| 6M | +25.2% | -14.7% | +39.8% | +30.4% |
| YTD | +22.9% | -35.7% | +58.6% | +42.0% |
| 1Y | +47.8% | -37.1% | +84.9% | +71.4% |
| 3Y | +283.0% | -20.0% | +303.0% | +291.0% |
| 5Y | +349.7% | -62.1% | +411.8% | +521.2% |
| All | +1,059.7% | -38.3% | +1,098.1% | +1,175.9% |
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