-55.4%
APP vs FIS
-50.5%
-4.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -23.7% | +34.4% | +13.3% |
| 7D | +4.5% | -18.4% | +23.0% | +3.6% |
| 30D | -3.6% | -11.4% | +7.8% | -8.4% |
| 3M | -35.3% | -32.0% | -3.3% | -30.6% |
| 6M | -42.8% | -35.6% | -7.2% | -37.1% |
| YTD | -59.7% | -53.8% | -5.9% | -54.8% |
| 1Y | -55.4% | -51.1% | -4.3% | -50.0% |
| All | -55.4% | -50.5% | -4.8% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling