-38.8%
FIS vs APA
+45.9%
-84.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +4.0% |
| 7D | +2.8% | +8.5% | -5.7% | +2.1% |
| 30D | -16.7% | +2.8% | -19.5% | -16.8% |
| 3M | -32.3% | +21.7% | -54.0% | -33.2% |
| 6M | -29.1% | +32.6% | -61.7% | -30.6% |
| YTD | -54.1% | +103.7% | -157.8% | -57.0% |
| 1Y | -53.7% | +101.8% | -155.5% | -56.6% |
| 3Y | -38.8% | +48.1% | -86.9% | -43.2% |
| All | -38.8% | +45.9% | -84.8% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling