+643.8%
AMZN vs FIS
-55.0%
+698.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +2.3% |
| 7D | +2.8% | -3.5% | +6.3% | +3.6% |
| 30D | +3.4% | -19.4% | +22.9% | +7.5% |
| 3M | +0.1% | -31.6% | +31.6% | +9.5% |
| 6M | +0.6% | -32.5% | +33.1% | +9.9% |
| YTD | +15.9% | -56.0% | +71.8% | +46.3% |
| 1Y | +9.5% | -55.5% | +65.1% | +37.7% |
| 3Y | +86.3% | -41.3% | +127.6% | +104.5% |
| 5Y | +51.7% | -72.3% | +124.0% | +119.0% |
| All | +643.8% | -55.0% | +698.9% | +701.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling