+230.6%
FIS vs APA
+188.9%
+41.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.7% |
| 7D | -25.5% | -15.5% | -10.0% | -23.0% |
| 30D | -15.1% | +2.4% | -17.4% | -15.3% |
| 3M | -32.1% | +22.8% | -54.9% | -34.7% |
| 6M | -36.1% | +17.9% | -54.0% | -38.4% |
| YTD | -55.4% | +87.7% | -143.1% | -60.9% |
| 1Y | -53.9% | +94.2% | -148.1% | -59.9% |
| 3Y | -39.8% | +27.2% | -67.0% | -45.4% |
| 5Y | -71.1% | +74.1% | -145.2% | -76.4% |
| 10Y | -53.8% | +2.6% | -56.5% | -66.3% |
| All | +230.6% | +188.9% | +41.7% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling