+228.6%
ABT vs FIS
-52.2%
+280.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -3.0% |
| 7D | -5.4% | +1.5% | -6.9% | -5.9% |
| 30D | +8.0% | -11.8% | +19.8% | +9.6% |
| 3M | +0.2% | -28.5% | +28.8% | +8.4% |
| 6M | +34.1% | -27.0% | +61.2% | +43.8% |
| YTD | -10.6% | -53.1% | +42.5% | +9.3% |
| 1Y | -11.8% | -52.8% | +40.9% | +7.5% |
| 3Y | +23.9% | -37.5% | +61.4% | +34.3% |
| 5Y | -5.1% | -71.1% | +65.9% | +32.1% |
| 10Y | +228.6% | -52.0% | +280.6% | +251.5% |
| All | +228.6% | -52.2% | +280.8% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling