-40.4%
FIS vs APTV
-44.1%
+3.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.9% |
| 7D | -8.9% | -1.8% | -7.1% | -8.7% |
| 30D | -9.9% | -7.9% | -2.0% | -9.3% |
| 3M | 0.0% | -29.9% | +29.9% | +2.6% |
| 6M | -22.9% | -36.6% | +13.7% | -19.3% |
| YTD | -40.9% | -40.0% | -0.9% | -38.0% |
| 1Y | -40.4% | -44.0% | +3.6% | -37.5% |
| All | -40.4% | -44.1% | +3.7% | -37.5% |
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