+803.3%
APP vs FIS
-38.4%
+841.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.2% | +32.3% | +31.3% |
| 7D | +39.7% | -21.2% | +60.9% | +44.4% |
| 30D | +27.7% | -12.1% | +39.8% | +25.3% |
| 3M | -14.8% | -30.6% | +15.8% | -7.2% |
| 6M | -25.5% | -35.5% | +10.0% | -16.7% |
| YTD | -47.2% | -54.4% | +7.2% | -32.3% |
| 1Y | -42.3% | -52.9% | +10.6% | -27.1% |
| All | +803.3% | -38.4% | +841.8% | +859.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling