+24.5%
ALAB vs FIS
-50.5%
+75.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.7% | +19.2% | -11.8% |
| 7D | -24.9% | -18.4% | -6.5% | -27.8% |
| 30D | -38.4% | -11.4% | -27.0% | -38.3% |
| 3M | -38.3% | -32.0% | -6.3% | -44.8% |
| 6M | +10.9% | -35.6% | +46.5% | +5.4% |
| YTD | +34.2% | -53.8% | +88.0% | +13.8% |
| 1Y | +24.5% | -51.1% | +75.6% | +6.8% |
| All | +24.5% | -50.5% | +75.0% | +6.8% |
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