+2.0%
FISV vs APD
+166.7%
-164.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.8% |
| 7D | -2.7% | -3.3% | +0.6% | -1.2% |
| 30D | 0.0% | -4.2% | +4.2% | +2.0% |
| 3M | -2.8% | +5.4% | -8.2% | -5.4% |
| 6M | -11.8% | +6.3% | -18.1% | -15.1% |
| YTD | -23.2% | +20.3% | -43.5% | -30.7% |
| 1Y | -62.0% | +1.6% | -63.6% | -62.7% |
| 3Y | -57.6% | +4.0% | -61.6% | -60.2% |
| 5Y | -53.4% | +23.3% | -76.7% | -61.4% |
| All | +2.0% | +166.7% | -164.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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