+132.5%
FIS vs APTV
+194.6%
-62.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.8% |
| 7D | +1.1% | +4.8% | -3.7% | -0.3% |
| 30D | -2.2% | +2.0% | -4.2% | -2.9% |
| 3M | +2.1% | -34.2% | +36.4% | +13.9% |
| 6M | -14.7% | -34.7% | +20.0% | -5.7% |
| YTD | -35.7% | -37.0% | +1.3% | -28.5% |
| 1Y | -37.1% | -40.4% | +3.3% | -29.1% |
| 3Y | -20.0% | -54.1% | +34.1% | -5.9% |
| 5Y | -62.1% | -68.0% | +5.9% | -52.0% |
| 10Y | -37.4% | -15.5% | -21.9% | -46.9% |
| All | +132.5% | +194.6% | -62.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling