+294.9%
APH vs FIS
-71.1%
+366.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -2.0% |
| 7D | +0.4% | +1.5% | -1.1% | +0.1% |
| 30D | -8.0% | -11.8% | +3.8% | -6.6% |
| 3M | -5.0% | -28.5% | +23.5% | +0.2% |
| 6M | +29.9% | -27.0% | +56.9% | +35.6% |
| YTD | +18.0% | -53.1% | +71.1% | +36.2% |
| 1Y | +11.3% | -52.8% | +64.1% | +28.3% |
| 3Y | +274.9% | -37.5% | +312.4% | +296.0% |
| All | +294.9% | -71.1% | +366.0% | +398.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling