+13,416.2%
FISV vs APD
+6,473.2%
+6,942.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | +3.8% | -2.4% | -0.1% |
| 30D | +38.4% | +8.2% | +30.2% | +34.2% |
| 3M | +14.9% | +4.3% | +10.6% | +12.9% |
| 6M | +21.8% | +4.7% | +17.1% | +19.1% |
| YTD | -5.0% | +31.5% | -36.6% | -16.0% |
| 1Y | -1.2% | +23.5% | -24.7% | -10.5% |
| 3Y | -47.5% | +29.1% | -76.6% | -54.3% |
| 5Y | -36.7% | +15.9% | -52.6% | -43.4% |
| 10Y | +26.9% | +191.9% | -165.1% | -22.2% |
| All | +13,416.2% | +6,473.2% | +6,942.9% | +3,119.0% |
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