+1,162.1%
AMAT vs FIS
-54.4%
+1,216.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +5.1% |
| 7D | -14.7% | -25.5% | +10.8% | -5.9% |
| 30D | -36.1% | -15.1% | -21.0% | -33.7% |
| 3M | -36.9% | -32.1% | -4.7% | -28.5% |
| 6M | -22.2% | -36.1% | +13.9% | -12.3% |
| YTD | +29.9% | -55.4% | +85.3% | +74.2% |
| 1Y | +43.3% | -53.9% | +97.1% | +88.5% |
| 3Y | +142.7% | -39.8% | +182.4% | +162.5% |
| 5Y | +126.2% | -71.1% | +197.3% | +263.8% |
| All | +1,162.1% | -54.4% | +1,216.5% | +1,417.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling