+11,131.7%
FISV vs APD
+6,115.6%
+5,016.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.3% | -2.2% | +1.9% | +0.5% |
| 30D | -2.1% | +2.1% | -4.1% | -2.9% |
| 3M | -5.7% | +7.2% | -12.9% | -8.5% |
| 6M | -15.3% | +11.2% | -26.6% | -19.6% |
| YTD | -21.1% | +24.4% | -45.5% | -28.6% |
| 1Y | -61.1% | +6.7% | -67.7% | -62.5% |
| 3Y | -56.8% | +9.2% | -66.1% | -60.0% |
| 5Y | -54.2% | +27.4% | -81.5% | -60.6% |
| 10Y | +1.6% | +164.8% | -163.2% | -35.3% |
| All | +11,131.7% | +6,115.6% | +5,016.0% | +2,637.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling