+220.6%
APLD vs FIS
-67.9%
+288.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.2% | +12.0% | +10.4% |
| 7D | -12.7% | -25.5% | +12.8% | -5.6% |
| 30D | -34.7% | -15.1% | -19.6% | -32.7% |
| 3M | -46.1% | -32.1% | -14.0% | -40.4% |
| 6M | -64.9% | -36.1% | -28.8% | -60.9% |
| YTD | -36.6% | -55.4% | +18.8% | -16.9% |
| 1Y | -50.0% | -53.9% | +3.9% | -35.7% |
| 3Y | +190.1% | -39.8% | +229.9% | +193.3% |
| All | +220.6% | -67.9% | +288.5% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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