-26.3%
APH vs FISV
-61.2%
+34.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.8% |
| 7D | -48.7% | +0.8% | -49.5% | -48.7% |
| 30D | -51.9% | -2.1% | -49.9% | -52.0% |
| 3M | -43.6% | -5.7% | -37.8% | -43.5% |
| 6M | -37.5% | -15.3% | -22.2% | -37.7% |
| YTD | -38.6% | -21.1% | -17.5% | -38.9% |
| 1Y | -26.3% | -61.1% | +34.7% | -28.3% |
| All | -26.3% | -61.2% | +34.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling