+58.5%
AMAT vs FIS
-54.5%
+113.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.4% | +12.7% | +10.9% |
| 7D | -1.1% | -29.4% | +28.4% | -13.0% |
| 30D | -26.9% | -16.7% | -10.2% | -28.5% |
| 3M | -31.2% | -33.0% | +1.8% | -39.9% |
| 6M | -14.7% | -33.3% | +18.6% | -22.8% |
| YTD | +44.7% | -56.0% | +100.7% | +39.1% |
| All | +58.5% | -54.5% | +113.0% | +51.3% |
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 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