+90.5%
APH vs FIS
-19.7%
+110.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.7% | -50.5% | -48.0% |
| 7D | -48.7% | +3.3% | -52.0% | -48.9% |
| 30D | -51.9% | -2.2% | -49.7% | -51.8% |
| 3M | -43.6% | +2.1% | -45.7% | -44.0% |
| 6M | -37.5% | -14.7% | -22.9% | -35.9% |
| YTD | -38.6% | -35.7% | -2.9% | -33.2% |
| 1Y | -26.3% | -37.1% | +10.7% | -19.5% |
| All | +90.5% | -19.7% | +110.2% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling