+1,425.2%
AMAT vs FIS
-52.2%
+1,477.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.7% | -0.7% | +3.4% |
| 7D | +7.0% | +1.5% | +5.4% | +6.3% |
| 30D | -20.6% | -11.8% | -8.8% | -18.7% |
| 3M | -24.8% | -28.5% | +3.8% | -16.6% |
| 6M | -10.7% | -27.0% | +16.3% | -4.7% |
| YTD | +54.3% | -53.1% | +107.4% | +102.9% |
| 1Y | +73.7% | -52.8% | +126.5% | +127.4% |
| 3Y | +168.4% | -37.5% | +205.9% | +186.9% |
| 5Y | +167.6% | -71.1% | +238.6% | +339.1% |
| 10Y | +1,425.2% | -52.0% | +1,477.2% | +1,672.0% |
| All | +1,425.2% | -52.2% | +1,477.4% | +1,672.0% |
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