+1,729.2%
AMAT vs FIS
+236.8%
+1,492.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.2% | -12.3% | -13.0% |
| 7D | -24.3% | -21.2% | -3.1% | -17.6% |
| 30D | -39.8% | -12.1% | -27.7% | -38.0% |
| 3M | -40.2% | -30.6% | -9.6% | -32.1% |
| 6M | -22.1% | -35.5% | +13.4% | -11.5% |
| YTD | +24.7% | -54.4% | +79.0% | +65.2% |
| 1Y | +33.3% | -52.9% | +86.1% | +73.6% |
| 3Y | +133.9% | -38.7% | +172.5% | +158.5% |
| 5Y | +117.1% | -70.4% | +187.5% | +228.1% |
| 10Y | +1,158.7% | -52.8% | +1,211.4% | +1,436.2% |
| All | +1,729.2% | +236.8% | +1,492.4% | +831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling