+951.3%
APH vs FISV
+30.8%
+920.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +7.9% |
| 7D | +1.1% | +22.3% | -21.2% | -5.1% |
| 30D | -7.5% | +39.2% | -46.7% | -16.8% |
| 3M | -4.4% | +21.2% | -25.6% | -10.7% |
| 6M | +26.5% | +14.5% | +12.0% | +18.9% |
| YTD | +20.0% | -5.4% | +25.5% | +19.4% |
| 1Y | +16.9% | -0.3% | +17.1% | +13.8% |
| 3Y | +288.5% | -46.8% | +335.3% | +297.5% |
| 5Y | +310.3% | -36.2% | +346.5% | +269.1% |
| 10Y | +951.3% | +26.4% | +924.9% | +563.0% |
| All | +951.3% | +30.8% | +920.5% | +563.0% |
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