+7,903.3%
APH vs FIS
+374.5%
+7,528.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.7% | -50.5% | -48.9% |
| 7D | -48.7% | +3.3% | -52.0% | -49.9% |
| 30D | -51.9% | -2.2% | -49.7% | -52.1% |
| 3M | -43.6% | +2.1% | -45.7% | -45.4% |
| 6M | -37.5% | -14.7% | -22.9% | -35.3% |
| YTD | -38.6% | -35.7% | -2.9% | -28.7% |
| 1Y | -26.3% | -37.1% | +10.7% | -14.1% |
| 3Y | +89.2% | -20.0% | +109.2% | +92.9% |
| 5Y | +119.8% | -62.1% | +181.9% | +195.2% |
| 10Y | +454.3% | -37.4% | +491.6% | +477.2% |
| All | +7,903.3% | +374.5% | +7,528.8% | +3,524.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling