+41,162.6%
AMZN vs FIS
+374.5%
+40,788.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | -5.2% | -2.2% | -3.0% | -4.5% |
| 3M | +1.9% | +2.1% | -0.3% | +0.1% |
| 6M | +19.2% | -14.7% | +33.9% | +25.2% |
| YTD | +12.0% | -35.7% | +47.7% | +32.3% |
| 1Y | +9.7% | -37.1% | +46.7% | +30.4% |
| 3Y | +87.2% | -20.0% | +107.2% | +94.1% |
| 5Y | +48.7% | -62.1% | +110.8% | +105.3% |
| 10Y | +569.3% | -37.4% | +606.7% | +591.6% |
| All | +41,162.6% | +374.5% | +40,788.1% | +15,398.2% |
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