+784.5%
ABT vs FIS
+374.5%
+410.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | +2.5% | -2.2% | +4.7% | +3.0% |
| 3M | +20.2% | +2.1% | +18.0% | +19.3% |
| 6M | -2.9% | -14.7% | +11.7% | +0.6% |
| YTD | -11.9% | -35.7% | +23.8% | -2.2% |
| 1Y | -16.5% | -37.1% | +20.5% | -7.0% |
| 3Y | +12.1% | -20.0% | +32.1% | +15.6% |
| 5Y | -7.4% | -62.1% | +54.7% | +12.3% |
| 10Y | +210.7% | -37.4% | +248.1% | +230.4% |
| All | +784.5% | +374.5% | +410.0% | +598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling