+443.7%
APLD vs FIS
-53.7%
+497.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +4.1% | +1.1% | +3.0% | +3.7% |
| 30D | -11.7% | -2.2% | -9.5% | -11.3% |
| 3M | -40.3% | +2.1% | -42.4% | -42.0% |
| 6M | -8.0% | -14.7% | +6.7% | -4.3% |
| YTD | +7.5% | -35.7% | +43.2% | +28.1% |
| 1Y | +84.0% | -37.1% | +121.1% | +119.0% |
| 3Y | +356.2% | -20.0% | +376.2% | +344.1% |
| All | +443.7% | -53.7% | +497.4% | +811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling