+188.9%
AMAT vs FIS
-37.2%
+226.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +3.8% |
| 7D | -1.5% | +1.1% | -2.6% | -0.9% |
| 30D | -14.8% | -2.2% | -12.6% | -15.4% |
| 3M | -9.3% | +2.1% | -11.4% | -6.4% |
| 6M | +27.4% | -14.7% | +42.1% | +30.0% |
| YTD | +77.6% | -35.7% | +113.3% | +84.2% |
| 1Y | +188.9% | -37.1% | +226.0% | +203.7% |
| All | +188.9% | -37.2% | +226.2% | +203.7% |
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