+185.4%
ARM vs FIS
-44.8%
+230.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -10.4% | -27.4% | +17.0% | -5.4% |
| 30D | -31.8% | -16.8% | -15.0% | -30.3% |
| 3M | -32.2% | -32.6% | +0.4% | -27.2% |
| 6M | -14.9% | -33.4% | +18.5% | -9.2% |
| YTD | +66.0% | -56.0% | +122.1% | +113.7% |
| 1Y | +17.2% | -55.1% | +72.3% | +48.9% |
| 3Y | +247.2% | -41.4% | +288.6% | +237.2% |
| All | +185.4% | -44.8% | +230.2% | +183.5% |
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