+249.5%
APLD vs FIS
-68.3%
+317.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.1% | +0.8% | -3.5% |
| 7D | +19.6% | -3.5% | +23.1% | +20.9% |
| 30D | -24.5% | -19.4% | -5.0% | -20.7% |
| 3M | -45.6% | -31.6% | -14.0% | -40.0% |
| 6M | -61.4% | -32.5% | -28.9% | -58.0% |
| YTD | -30.9% | -56.0% | +25.1% | -9.0% |
| 1Y | -35.8% | -55.5% | +19.7% | -16.1% |
| 3Y | +261.4% | -41.3% | +302.7% | +271.0% |
| All | +249.5% | -68.3% | +317.8% | +547.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling