+214.0%
ARM vs FIS
-38.4%
+252.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.2% | -11.8% | -12.9% |
| 7D | -27.1% | -21.2% | -6.0% | -24.6% |
| 30D | -44.9% | -12.1% | -32.8% | -44.3% |
| 3M | -39.3% | -30.6% | -8.7% | -35.4% |
| 6M | -20.2% | -35.5% | +15.3% | -13.9% |
| YTD | +52.5% | -54.4% | +106.9% | +92.9% |
| 1Y | +4.1% | -52.9% | +57.0% | +29.2% |
| All | +214.0% | -38.4% | +252.4% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling