+55.6%
AMZN vs FIS
-72.0%
+127.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.0% | -27.4% | +35.4% | +14.9% |
| 30D | +3.2% | -16.8% | +20.0% | +5.3% |
| 3M | -2.6% | -32.6% | +30.0% | +5.3% |
| 6M | -0.7% | -33.4% | +32.7% | +7.1% |
| YTD | +17.4% | -56.0% | +73.4% | +43.8% |
| 1Y | +9.0% | -55.1% | +64.1% | +32.6% |
| 3Y | +88.7% | -41.4% | +130.1% | +102.4% |
| 5Y | +55.6% | -72.7% | +128.2% | +123.0% |
| All | +55.6% | -72.0% | +127.6% | +123.0% |
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