+44.4%
ALAB vs FIS
-55.3%
+99.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.8% | -3.0% |
| 7D | +26.9% | -3.5% | +30.4% | +25.6% |
| 30D | -30.0% | -19.4% | -10.6% | -32.4% |
| 3M | -28.5% | -31.6% | +3.0% | -35.3% |
| 6M | +11.4% | -32.5% | +44.0% | +3.5% |
| YTD | +36.9% | -56.0% | +92.9% | +12.1% |
| 1Y | +44.4% | -55.5% | +99.9% | +19.0% |
| All | +44.4% | -55.3% | +99.7% | +19.0% |
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