+174.6%
ARM vs FIS
-44.0%
+218.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +5.2% |
| 7D | -15.2% | -25.5% | +10.3% | -11.0% |
| 30D | -40.7% | -15.1% | -25.6% | -39.6% |
| 3M | -39.1% | -32.1% | -7.0% | -34.6% |
| 6M | -26.4% | -36.1% | +9.6% | -20.2% |
| YTD | +59.7% | -55.4% | +115.1% | +105.1% |
| 1Y | +10.3% | -53.9% | +64.2% | +38.9% |
| 3Y | +228.9% | -39.8% | +268.6% | +216.7% |
| All | +174.6% | -44.0% | +218.6% | +172.1% |
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 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