-11.8%
ABT vs FIS
-52.2%
+40.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -1.7% |
| 7D | -5.4% | +1.5% | -6.9% | -5.5% |
| 30D | +8.0% | -11.8% | +19.8% | +6.6% |
| 3M | +0.2% | -28.5% | +28.8% | +4.0% |
| 6M | +34.1% | -27.0% | +61.2% | +38.0% |
| YTD | -10.6% | -53.1% | +42.5% | -3.0% |
| 1Y | -11.8% | -52.8% | +40.9% | -4.7% |
| All | -11.8% | -52.2% | +40.4% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling