+20.3%
ARM vs FIS
-54.5%
+74.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.0% | +6.5% |
| 7D | -5.3% | -29.4% | +24.1% | -9.8% |
| 30D | -30.0% | -16.7% | -13.3% | -30.1% |
| 3M | -34.1% | -33.0% | -1.1% | -36.4% |
| 6M | -12.6% | -33.3% | +20.7% | -15.1% |
| YTD | +70.4% | -56.0% | +126.4% | +69.2% |
| All | +20.3% | -54.5% | +74.8% | +19.9% |
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