+65.2%
ALAB vs FIS
-37.2%
+102.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.7% | +9.3% |
| 7D | +7.2% | +1.1% | +6.1% | +7.9% |
| 30D | -2.5% | -2.2% | -0.3% | -3.3% |
| 3M | -13.3% | +2.1% | -15.4% | -10.6% |
| 6M | +172.8% | -14.7% | +187.5% | +177.1% |
| YTD | +86.6% | -35.7% | +122.3% | +67.2% |
| 1Y | +65.2% | -37.1% | +102.2% | +48.7% |
| All | +65.2% | -37.2% | +102.4% | +48.7% |
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