+653.5%
APP vs FIS
-19.7%
+673.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | -23.3% | -2.2% | -21.1% | -22.6% |
| 3M | -42.6% | +2.1% | -44.8% | -43.7% |
| 6M | -33.6% | -14.7% | -18.9% | -29.1% |
| YTD | -52.4% | -35.7% | -16.7% | -43.4% |
| 1Y | -35.9% | -37.1% | +1.2% | -23.3% |
| All | +653.5% | -19.7% | +673.2% | +650.1% |
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