-70.8%
FIS vs APD
+16.4%
-87.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +2.8% | +3.8% | -1.0% | +1.6% |
| 30D | -16.7% | +8.2% | -24.9% | -18.9% |
| 3M | -32.3% | +4.3% | -36.6% | -33.3% |
| 6M | -29.1% | +4.7% | -33.8% | -30.2% |
| YTD | -54.1% | +31.5% | -85.7% | -58.4% |
| 1Y | -53.7% | +23.5% | -77.3% | -57.2% |
| 3Y | -38.8% | +29.1% | -68.0% | -45.3% |
| All | -70.8% | +16.4% | -87.2% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling