+193.0%
ARM vs FIS
-44.7%
+237.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.0% | +6.9% |
| 7D | -5.3% | -29.4% | +24.1% | +0.4% |
| 30D | -30.0% | -16.7% | -13.3% | -28.5% |
| 3M | -34.1% | -33.0% | -1.1% | -29.1% |
| 6M | -12.6% | -33.3% | +20.7% | -6.8% |
| YTD | +70.4% | -56.0% | +126.4% | +119.4% |
| 1Y | +22.3% | -54.6% | +76.8% | +54.4% |
| 3Y | +261.2% | -40.6% | +301.8% | +248.1% |
| All | +193.0% | -44.7% | +237.7% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling