-32.0%
APP vs FIS
-52.2%
+20.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.4% | +1.8% |
| 7D | +48.9% | +1.5% | +47.4% | +48.7% |
| 30D | +49.4% | -11.8% | +61.3% | +43.0% |
| 3M | +27.0% | -28.5% | +55.5% | +33.8% |
| 6M | -15.4% | -27.0% | +11.6% | -13.3% |
| YTD | -39.9% | -53.1% | +13.2% | -31.8% |
| 1Y | -32.0% | -52.8% | +20.8% | -22.7% |
| All | -32.0% | -52.2% | +20.2% | -22.7% |
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