-56.5%
FISV vs APD
+26.2%
-82.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.8% |
| 30D | -3.0% | -1.9% | -1.1% | -2.3% |
| 3M | -3.5% | +8.2% | -11.8% | -6.0% |
| 6M | -19.4% | +10.7% | -30.1% | -22.5% |
| YTD | -24.3% | +22.9% | -47.2% | -30.0% |
| 1Y | -62.4% | +5.8% | -68.2% | -63.3% |
| 3Y | -58.2% | +7.8% | -65.9% | -60.0% |
| 5Y | -56.5% | +26.1% | -82.6% | -64.4% |
| All | -56.5% | +26.2% | -82.7% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling