+376.5%
FIS vs APD
+1,138.5%
-762.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +1.1% | -2.2% | +3.3% | +2.1% |
| 30D | -2.2% | +2.1% | -4.3% | -3.2% |
| 3M | +2.1% | +7.2% | -5.0% | -1.4% |
| 6M | -14.7% | +11.2% | -25.9% | -19.5% |
| YTD | -35.7% | +24.4% | -60.1% | -42.8% |
| 1Y | -37.1% | +6.7% | -43.7% | -40.1% |
| 3Y | -20.0% | +9.2% | -29.3% | -27.2% |
| 5Y | -62.1% | +27.4% | -89.5% | -68.9% |
| 10Y | -37.4% | +164.8% | -202.2% | -65.1% |
| All | +376.5% | +1,138.5% | -762.0% | +15.2% |
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