+520.8%
APP vs FIS
-77.0%
+597.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.4% | -0.2% |
| 7D | +48.9% | +1.5% | +47.4% | +47.7% |
| 30D | +49.4% | -11.8% | +61.3% | +49.9% |
| 3M | +27.0% | -28.5% | +55.5% | +40.7% |
| 6M | -15.4% | -27.0% | +11.6% | -8.1% |
| YTD | -39.9% | -53.1% | +13.2% | -19.5% |
| 1Y | -32.0% | -52.8% | +20.8% | -9.2% |
| 3Y | +824.3% | -37.5% | +861.8% | +949.2% |
| 5Y | +252.4% | -71.1% | +323.5% | +432.0% |
| All | +520.8% | -77.0% | +597.8% | +819.3% |
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