-55.3%
FIS vs APA
+0.9%
-56.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -29.4% | -8.7% | -20.7% | -28.4% |
| 30D | -16.7% | -2.4% | -14.3% | -16.4% |
| 3M | -33.0% | +19.0% | -52.0% | -34.6% |
| 6M | -33.3% | +26.8% | -60.1% | -35.7% |
| YTD | -56.0% | +87.3% | -143.3% | -60.1% |
| 1Y | -54.6% | +92.3% | -146.9% | -59.0% |
| 3Y | -40.6% | +37.3% | -77.9% | -45.4% |
| 5Y | -71.9% | +73.2% | -145.1% | -75.8% |
| 10Y | -55.3% | -0.9% | -54.5% | -68.3% |
| All | -55.3% | +0.9% | -56.2% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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