+352.8%
APH vs FISV
-55.8%
+408.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.6% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | -3.3% | -3.0% | -0.4% | -3.1% |
| 3M | +14.0% | -3.5% | +17.6% | +14.0% |
| 6M | +24.4% | -19.4% | +43.8% | +28.1% |
| YTD | +21.4% | -24.3% | +45.7% | +26.0% |
| 1Y | +48.9% | -62.4% | +111.3% | +72.0% |
| 3Y | +290.1% | -58.2% | +348.3% | +287.5% |
| 5Y | +352.8% | -56.5% | +409.3% | +320.7% |
| All | +352.8% | -55.8% | +408.6% | +320.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling