+61.4%
AMAT vs FIS
-50.5%
+111.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.7% | +20.4% | -11.7% |
| 7D | -11.2% | -18.4% | +7.2% | -15.4% |
| 30D | -31.9% | -11.4% | -20.5% | -31.7% |
| 3M | -32.3% | -32.0% | -0.4% | -40.7% |
| 6M | -5.4% | -35.6% | +30.2% | -13.2% |
| YTD | +44.3% | -53.8% | +98.0% | +45.2% |
| 1Y | +61.4% | -51.1% | +112.4% | +57.4% |
| All | +61.4% | -50.5% | +111.9% | +57.4% |
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