-51.1%
FIS vs APTV
-46.4%
-4.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.6% | -28.3% | -24.0% |
| 7D | -18.4% | -1.9% | -16.6% | -18.1% |
| 30D | -11.4% | -1.4% | -9.9% | -11.1% |
| 3M | -32.0% | -9.3% | -22.6% | -31.2% |
| 6M | -35.6% | -27.3% | -8.3% | -34.2% |
| YTD | -53.8% | -43.1% | -10.6% | -51.3% |
| 1Y | -51.1% | -46.5% | -4.6% | -47.3% |
| All | -51.1% | -46.4% | -4.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling