-41.3%
FIS vs APD
+29.6%
-70.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | -3.5% | +2.2% | -5.7% | -4.0% |
| 30D | -19.4% | +9.4% | -28.9% | -21.2% |
| 3M | -31.6% | +4.7% | -36.2% | -32.4% |
| 6M | -32.5% | +5.5% | -38.0% | -33.5% |
| YTD | -56.0% | +31.4% | -87.4% | -59.1% |
| 1Y | -55.5% | +24.1% | -79.7% | -58.2% |
| All | -41.3% | +29.6% | -70.9% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling