+14,811.2%
APH vs FIS
+236.8%
+14,574.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -8.8% |
| 7D | -12.7% | -21.2% | +8.4% | -5.2% |
| 30D | -19.2% | -12.1% | -7.1% | -16.5% |
| 3M | -16.7% | -30.6% | +13.9% | -5.7% |
| 6M | +5.1% | -35.5% | +40.6% | +21.1% |
| YTD | +6.6% | -54.4% | +60.9% | +40.7% |
| 1Y | +3.9% | -52.9% | +56.8% | +35.2% |
| 3Y | +246.0% | -38.7% | +284.7% | +288.0% |
| 5Y | +268.0% | -70.4% | +338.4% | +438.3% |
| 10Y | +868.2% | -52.8% | +921.0% | +1,015.2% |
| All | +14,811.2% | +236.8% | +14,574.5% | +7,574.3% |
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