+86.1%
ARM vs FIS
-37.2%
+123.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.8% |
| 7D | +5.5% | +1.1% | +4.4% | +5.6% |
| 30D | -8.2% | -2.2% | -6.0% | -8.3% |
| 3M | -35.9% | +2.1% | -38.1% | -35.8% |
| 6M | +103.1% | -14.7% | +117.8% | +105.3% |
| YTD | +130.6% | -35.7% | +166.3% | +145.5% |
| 1Y | +86.1% | -37.1% | +123.1% | +104.1% |
| All | +86.1% | -37.2% | +123.3% | +104.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling