+225.8%
FIS vs APD
+1,183.6%
-957.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -27.4% | -0.2% | -27.2% | -27.5% |
| 30D | -16.8% | +11.0% | -27.9% | -21.0% |
| 3M | -32.6% | +1.3% | -34.0% | -33.2% |
| 6M | -33.4% | +6.4% | -39.8% | -35.8% |
| YTD | -56.0% | +28.9% | -85.0% | -61.6% |
| 1Y | -55.1% | +23.2% | -78.3% | -60.1% |
| 3Y | -41.4% | +26.3% | -67.8% | -50.2% |
| 5Y | -72.7% | +12.0% | -84.7% | -76.0% |
| 10Y | -55.5% | +183.2% | -238.6% | -76.0% |
| All | +225.8% | +1,183.6% | -957.9% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling