+291.1%
APH vs FISV
-56.8%
+347.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | -3.9% | -2.1% | -1.8% | -3.8% |
| 3M | +13.0% | -5.7% | +18.7% | +13.3% |
| 6M | +25.2% | -15.3% | +40.5% | +26.2% |
| YTD | +22.9% | -21.1% | +44.0% | +24.3% |
| 1Y | +47.8% | -61.1% | +108.9% | +55.8% |
| All | +291.1% | -56.8% | +347.8% | +254.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling