-54.3%
FIS vs APA
+7.0%
-61.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.0% | -8.1% | -6.4% |
| 7D | -3.5% | +9.6% | -13.1% | -4.7% |
| 30D | -19.4% | -0.2% | -19.2% | -19.3% |
| 3M | -31.6% | +19.8% | -51.4% | -33.2% |
| 6M | -32.5% | +30.1% | -62.6% | -35.2% |
| YTD | -56.0% | +100.4% | -156.4% | -60.4% |
| 1Y | -55.5% | +105.2% | -160.7% | -60.2% |
| 3Y | -41.3% | +44.6% | -85.9% | -46.4% |
| 5Y | -72.3% | +88.8% | -161.1% | -76.3% |
| All | -54.3% | +7.0% | -61.2% | -67.8% |
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