+528.8%
APP vs FIS
-78.4%
+607.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.3% |
| 7D | +79.2% | -29.4% | +108.6% | +99.8% |
| 30D | +48.0% | -16.7% | +64.7% | +51.7% |
| 3M | +18.2% | -33.0% | +51.2% | +34.2% |
| 6M | -12.5% | -33.3% | +20.8% | -1.3% |
| YTD | -39.2% | -56.0% | +16.8% | -16.4% |
| 1Y | -33.9% | -54.6% | +20.7% | -10.6% |
| 3Y | +933.3% | -40.6% | +973.9% | +1,095.6% |
| 5Y | +295.9% | -71.9% | +367.8% | +517.0% |
| All | +528.8% | -78.4% | +607.2% | +854.6% |
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