+47.5%
AMZN vs FIS
-65.6%
+113.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +1.1% |
| 7D | +0.8% | -3.5% | +4.3% | +1.8% |
| 30D | -6.4% | -7.8% | +1.5% | -4.3% |
| 3M | +4.8% | +0.8% | +4.0% | +3.7% |
| 6M | +20.5% | -21.9% | +42.4% | +28.2% |
| YTD | +11.3% | -39.5% | +50.8% | +28.4% |
| 1Y | +9.0% | -41.0% | +49.9% | +26.5% |
| 3Y | +85.9% | -23.6% | +109.5% | +91.9% |
| All | +47.5% | -65.6% | +113.1% | +100.0% |
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 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