+527.5%
APP vs FIS
-77.5%
+605.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.2% | +2.3% |
| 7D | +4.6% | +2.8% | +1.8% | +3.4% |
| 30D | +56.0% | -16.7% | +72.8% | +60.6% |
| 3M | +30.8% | -32.3% | +63.1% | +48.3% |
| 6M | -9.8% | -29.1% | +19.3% | -1.0% |
| YTD | -39.3% | -54.1% | +14.8% | -17.9% |
| 1Y | -26.4% | -53.7% | +27.3% | -1.1% |
| 3Y | +887.9% | -38.8% | +926.8% | +1,030.4% |
| 5Y | +264.1% | -71.1% | +335.2% | +456.0% |
| All | +527.5% | -77.5% | +605.0% | +836.9% |
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