+354.6%
APLD vs FIS
-37.3%
+391.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.7% | +0.7% | +7.5% |
| 7D | +7.8% | +1.5% | +6.3% | +7.8% |
| 30D | -23.0% | -11.8% | -11.1% | -22.8% |
| 3M | -39.7% | -28.5% | -11.1% | -39.7% |
| 6M | -59.8% | -27.0% | -32.8% | -60.0% |
| YTD | -27.0% | -53.1% | +26.1% | -20.6% |
| 1Y | -37.3% | -52.8% | +15.4% | -32.0% |
| All | +354.6% | -37.3% | +391.9% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling