+249.6%
ALAB vs FIS
-56.7%
+306.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.4% | +15.1% | +13.5% |
| 7D | -5.6% | -29.4% | +23.8% | -11.1% |
| 30D | -36.6% | -16.7% | -19.9% | -37.7% |
| 3M | -35.1% | -33.0% | -2.1% | -38.6% |
| 6M | +8.5% | -33.3% | +41.9% | +4.1% |
| YTD | +30.4% | -56.0% | +86.4% | +24.9% |
| 1Y | +31.0% | -54.6% | +85.6% | +25.4% |
| All | +249.6% | -56.7% | +306.3% | +214.3% |
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