-55.3%
FIS vs APD
+192.6%
-247.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.3% |
| 7D | -29.4% | -1.6% | -27.8% | -29.1% |
| 30D | -16.7% | +10.6% | -27.3% | -20.6% |
| 3M | -33.0% | +2.5% | -35.5% | -33.9% |
| 6M | -33.3% | +6.0% | -39.3% | -35.4% |
| YTD | -56.0% | +28.4% | -84.4% | -61.4% |
| 1Y | -54.6% | +22.2% | -76.7% | -59.3% |
| 3Y | -40.6% | +26.6% | -67.2% | -49.5% |
| 5Y | -71.9% | +11.8% | -83.7% | -75.2% |
| 10Y | -55.3% | +187.8% | -243.1% | -76.3% |
| All | -55.3% | +192.6% | -247.9% | -76.3% |
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