+40.2%
APH vs FISV
-64.1%
+104.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.6% |
| 7D | +1.6% | -6.4% | +8.0% | +1.4% |
| 30D | -3.0% | -6.8% | +3.8% | -3.2% |
| 3M | +5.7% | -10.0% | +15.7% | +5.7% |
| 6M | +20.0% | -20.6% | +40.6% | +19.5% |
| YTD | +20.8% | -27.6% | +48.4% | +19.8% |
| 1Y | +40.2% | -64.3% | +104.6% | +32.9% |
| All | +40.2% | -64.1% | +104.3% | +32.9% |
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