-54.5%
FIS vs APD
+185.9%
-240.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | -25.5% | -3.7% | -21.8% | -24.4% |
| 30D | -15.1% | +9.6% | -24.7% | -18.6% |
| 3M | -32.1% | +1.6% | -33.8% | -32.8% |
| 6M | -36.1% | +2.2% | -38.2% | -37.1% |
| YTD | -55.4% | +25.9% | -81.3% | -60.5% |
| 1Y | -53.9% | +20.1% | -74.0% | -58.4% |
| 3Y | -39.8% | +12.4% | -52.2% | -45.8% |
| 5Y | -71.1% | +11.1% | -82.2% | -74.4% |
| All | -54.5% | +185.9% | -240.4% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling