+147.1%
AMAT vs FIS
-71.2%
+218.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.4% |
| 7D | +11.4% | +2.8% | +8.5% | +10.8% |
| 30D | -17.0% | -16.7% | -0.3% | -15.3% |
| 3M | -30.6% | -32.3% | +1.7% | -26.4% |
| 6M | -14.9% | -29.1% | +14.1% | -11.9% |
| YTD | +44.7% | -54.1% | +98.8% | +71.5% |
| 1Y | +66.9% | -53.7% | +120.6% | +97.2% |
| 3Y | +153.3% | -38.8% | +192.1% | +164.0% |
| All | +147.1% | -71.2% | +218.3% | +226.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling