+376.5%
FIS vs APA
+175.4%
+201.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | +1.1% | +0.5% | +0.5% | +1.0% |
| 30D | -2.2% | +23.4% | -25.6% | -6.1% |
| 3M | +2.1% | +12.7% | -10.6% | -0.6% |
| 6M | -14.7% | +39.4% | -54.1% | -20.7% |
| YTD | -35.7% | +79.0% | -114.7% | -43.1% |
| 1Y | -37.1% | +88.8% | -125.9% | -45.3% |
| 3Y | -20.0% | +6.4% | -26.4% | -25.1% |
| 5Y | -62.1% | +153.0% | -215.1% | -71.4% |
| 10Y | -37.4% | +7.5% | -44.9% | -55.2% |
| All | +376.5% | +175.4% | +201.1% | +170.3% |
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