+132.8%
AMAT vs FIS
-38.4%
+171.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.2% | -12.3% | -13.6% |
| 7D | -24.3% | -21.2% | -3.1% | -25.0% |
| 30D | -39.8% | -12.1% | -27.7% | -39.9% |
| 3M | -40.2% | -30.6% | -9.6% | -40.8% |
| 6M | -22.1% | -35.5% | +13.4% | -21.8% |
| YTD | +24.7% | -54.4% | +79.0% | +38.5% |
| 1Y | +33.3% | -52.9% | +86.1% | +46.3% |
| All | +132.8% | -38.4% | +171.3% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling