+1,362.0%
AMAT vs FIS
-55.0%
+1,417.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -1.2% |
| 7D | +19.3% | -3.5% | +22.8% | +20.9% |
| 30D | -17.9% | -19.4% | +1.5% | -12.9% |
| 3M | -30.4% | -31.6% | +1.1% | -21.6% |
| 6M | -11.4% | -32.5% | +21.1% | -2.3% |
| YTD | +48.8% | -56.0% | +104.7% | +100.5% |
| 1Y | +66.0% | -55.5% | +121.6% | +122.5% |
| 3Y | +158.8% | -41.3% | +200.1% | +183.5% |
| 5Y | +153.2% | -72.3% | +225.4% | +319.1% |
| All | +1,362.0% | -55.0% | +1,417.1% | +1,614.0% |
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