+11.5%
ABT vs FIS
-22.6%
+34.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | -1.3% |
| 7D | -3.1% | -3.5% | +0.3% | -2.4% |
| 30D | -2.1% | -7.8% | +5.7% | -0.4% |
| 3M | +17.4% | +0.8% | +16.6% | +17.2% |
| 6M | -2.4% | -21.9% | +19.5% | +2.0% |
| YTD | -14.2% | -39.5% | +25.3% | -5.9% |
| 1Y | -18.3% | -41.0% | +22.6% | -10.1% |
| 3Y | +11.5% | -23.6% | +35.1% | +17.4% |
| All | +11.5% | -22.6% | +34.1% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling