-26.4%
APP vs FIS
-53.6%
+27.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.2% | +3.5% |
| 7D | +4.6% | +2.8% | +1.8% | +4.3% |
| 30D | +56.0% | -16.7% | +72.8% | +52.2% |
| 3M | +30.8% | -32.3% | +63.1% | +40.3% |
| 6M | -9.8% | -29.1% | +19.3% | -7.1% |
| YTD | -39.3% | -54.1% | +14.8% | -30.6% |
| 1Y | -26.4% | -53.7% | +27.3% | -15.9% |
| All | -26.4% | -53.6% | +27.1% | -15.9% |
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 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