+948.3%
APH vs FISV
+22.0%
+926.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +1.5% |
| 7D | +11.1% | -2.0% | +13.1% | +11.8% |
| 30D | -7.3% | +31.8% | -39.1% | -15.3% |
| 3M | -6.2% | +19.3% | -25.4% | -12.0% |
| 6M | +24.9% | +12.1% | +12.9% | +18.1% |
| YTD | +18.4% | -8.4% | +26.9% | +18.8% |
| 1Y | +13.0% | -4.5% | +17.5% | +11.5% |
| 3Y | +276.4% | -49.4% | +325.8% | +292.5% |
| 5Y | +296.4% | -39.0% | +335.4% | +262.4% |
| All | +948.3% | +22.0% | +926.3% | +570.0% |
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