+553.0%
AMZN vs FIS
-39.9%
+592.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -2.7% | -8.9% | +6.2% | +0.3% |
| 30D | -7.5% | -9.9% | +2.4% | -4.3% |
| 3M | +5.8% | 0.0% | +5.9% | +4.9% |
| 6M | +17.5% | -22.9% | +40.4% | +26.8% |
| YTD | +9.1% | -40.9% | +50.0% | +29.3% |
| 1Y | +9.4% | -40.4% | +49.8% | +28.9% |
| 3Y | +82.2% | -25.4% | +107.6% | +91.4% |
| 5Y | +45.2% | -64.8% | +110.0% | +100.7% |
| All | +553.0% | -39.9% | +592.9% | +561.8% |
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