+257.6%
ALAB vs FIS
-54.9%
+312.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.0% |
| 7D | +16.3% | +2.8% | +13.5% | +16.9% |
| 30D | -26.1% | -16.7% | -9.4% | -27.5% |
| 3M | -31.3% | -32.3% | +1.0% | -34.9% |
| 6M | -1.0% | -29.1% | +28.0% | -4.5% |
| YTD | +33.3% | -54.1% | +87.5% | +28.7% |
| 1Y | +53.5% | -53.7% | +107.3% | +48.1% |
| All | +257.6% | -54.9% | +312.5% | +223.7% |
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 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