+1,315.3%
AMAT vs FIS
-54.6%
+1,369.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.4% | +12.7% | +11.9% |
| 7D | -1.1% | -29.4% | +28.4% | +11.6% |
| 30D | -26.9% | -16.7% | -10.2% | -23.6% |
| 3M | -31.2% | -33.0% | +1.8% | -21.8% |
| 6M | -14.7% | -33.3% | +18.6% | -5.5% |
| YTD | +44.7% | -56.0% | +100.7% | +95.0% |
| 1Y | +62.0% | -54.6% | +116.5% | +114.3% |
| 3Y | +165.0% | -40.6% | +205.6% | +188.3% |
| 5Y | +147.1% | -71.9% | +219.0% | +304.2% |
| 10Y | +1,315.3% | -55.3% | +1,370.6% | +1,611.8% |
| All | +1,315.3% | -54.6% | +1,369.9% | +1,611.8% |
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