+955.2%
APH vs FIS
-55.6%
+1,010.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.0% | -27.4% | +22.4% | +4.4% |
| 30D | -8.4% | -16.8% | +8.5% | -4.3% |
| 3M | -4.5% | -32.6% | +28.1% | +6.7% |
| 6M | +25.3% | -33.4% | +58.7% | +39.0% |
| YTD | +18.9% | -56.0% | +75.0% | +53.2% |
| 1Y | +11.9% | -55.1% | +67.0% | +42.9% |
| 3Y | +278.0% | -41.4% | +319.4% | +318.6% |
| 5Y | +306.4% | -72.7% | +379.1% | +509.6% |
| 10Y | +955.2% | -55.5% | +1,010.6% | +1,165.1% |
| All | +955.2% | -55.6% | +1,010.7% | +1,165.1% |
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