+1,030.6%
APH vs FISV
-2.2%
+1,032.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -2.2% | -7.2% | +5.0% | 0.0% |
| 30D | -4.0% | -7.2% | +3.2% | -2.1% |
| 3M | +7.7% | -8.2% | +15.9% | +9.1% |
| 6M | +17.8% | -17.7% | +35.5% | +23.4% |
| YTD | +19.2% | -27.2% | +46.3% | +29.1% |
| 1Y | +35.7% | -63.0% | +98.7% | +75.0% |
| 3Y | +282.9% | -59.8% | +342.7% | +331.2% |
| 5Y | +345.6% | -55.8% | +401.4% | +362.6% |
| All | +1,030.6% | -2.2% | +1,032.8% | +677.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling