-23.6%
FIS vs APTV
-54.7%
+31.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.1% |
| 7D | -3.5% | +2.0% | -5.4% | -3.7% |
| 30D | -7.8% | -7.7% | -0.1% | -6.7% |
| 3M | +0.8% | -34.0% | +34.8% | +7.3% |
| 6M | -21.9% | -37.1% | +15.2% | -16.4% |
| YTD | -39.5% | -39.9% | +0.4% | -34.9% |
| 1Y | -41.0% | -44.4% | +3.4% | -35.6% |
| 3Y | -23.6% | -54.5% | +30.9% | -14.3% |
| All | -23.6% | -54.7% | +31.1% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling