+2,505.3%
AMAT vs FIS
+374.5%
+2,130.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | -14.8% | -2.2% | -12.6% | -14.3% |
| 3M | -9.3% | +2.1% | -11.4% | -12.6% |
| 6M | +27.4% | -14.7% | +42.1% | +31.1% |
| YTD | +77.6% | -35.7% | +113.3% | +108.5% |
| 1Y | +188.9% | -37.1% | +226.0% | +240.8% |
| 3Y | +202.3% | -20.0% | +222.3% | +207.1% |
| 5Y | +248.9% | -62.1% | +311.0% | +389.0% |
| 10Y | +1,585.2% | -37.4% | +1,622.6% | +1,774.9% |
| All | +2,505.3% | +374.5% | +2,130.8% | +1,075.4% |
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