+66.0%
AMAT vs FIS
-55.3%
+121.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -5.5% |
| 7D | +19.3% | -3.5% | +22.8% | +17.9% |
| 30D | -17.9% | -19.4% | +1.5% | -21.3% |
| 3M | -30.4% | -31.6% | +1.1% | -38.5% |
| 6M | -11.4% | -32.5% | +21.1% | -19.7% |
| YTD | +48.8% | -56.0% | +104.7% | +45.8% |
| 1Y | +66.0% | -55.5% | +121.6% | +62.2% |
| All | +66.0% | -55.3% | +121.3% | +62.2% |
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