-51.1%
FIS vs APD
+36.4%
-87.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.9% | -25.6% | -23.8% |
| 7D | -18.4% | +3.8% | -22.2% | -18.8% |
| 30D | -11.4% | +14.1% | -25.5% | -12.8% |
| 3M | -32.0% | +8.2% | -40.2% | -32.6% |
| 6M | -35.6% | +7.5% | -43.1% | -36.2% |
| YTD | -53.8% | +31.7% | -85.4% | -55.2% |
| 1Y | -51.1% | +35.1% | -86.1% | -52.7% |
| All | -51.1% | +36.4% | -87.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling