-40.9%
FIS vs APA
-1.1%
-39.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.8% |
| 7D | -9.1% | +0.3% | -9.4% | -9.2% |
| 30D | -10.4% | +9.3% | -19.8% | -11.6% |
| 3M | -3.7% | +23.3% | -27.0% | -6.7% |
| 6M | -24.8% | +39.5% | -64.3% | -28.7% |
| YTD | -41.6% | +87.6% | -129.2% | -47.0% |
| 1Y | -42.7% | +114.2% | -157.0% | -49.3% |
| 3Y | -26.2% | +13.6% | -39.8% | -30.3% |
| 5Y | -66.1% | +175.6% | -241.7% | -72.6% |
| 10Y | -40.9% | -2.6% | -38.2% | -57.7% |
| All | -40.9% | -1.1% | -39.7% | -57.7% |
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