-71.4%
FIS vs APA
+71.7%
-143.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.6% |
| 7D | -25.5% | -15.5% | -10.0% | -23.9% |
| 30D | -15.1% | +2.4% | -17.4% | -15.1% |
| 3M | -32.1% | +22.8% | -54.9% | -33.8% |
| 6M | -36.1% | +17.9% | -54.0% | -37.5% |
| YTD | -55.4% | +87.7% | -143.1% | -59.3% |
| 1Y | -53.9% | +94.2% | -148.1% | -58.2% |
| 3Y | -39.8% | +27.2% | -67.0% | -43.5% |
| All | -71.4% | +71.7% | -143.0% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling