-52.0%
FIS vs APD
+187.5%
-239.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.3% |
| 7D | +1.5% | -1.2% | +2.7% | +2.0% |
| 30D | -11.8% | +11.0% | -22.9% | -16.0% |
| 3M | -28.5% | +2.6% | -31.1% | -29.5% |
| 6M | -27.0% | +4.8% | -31.9% | -28.9% |
| YTD | -53.1% | +31.0% | -84.1% | -59.1% |
| 1Y | -52.8% | +23.4% | -76.1% | -57.8% |
| 3Y | -37.5% | +28.4% | -65.8% | -47.1% |
| 5Y | -71.1% | +15.2% | -86.3% | -74.8% |
| 10Y | -52.0% | +190.7% | -242.7% | -74.6% |
| All | -52.0% | +187.5% | -239.5% | -74.6% |
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