+199.6%
ARM vs FIS
-42.4%
+242.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.2% | -8.8% | -5.5% |
| 7D | +9.1% | +2.8% | +6.3% | +8.5% |
| 30D | -19.9% | -16.7% | -3.2% | -18.1% |
| 3M | -31.6% | -32.3% | +0.7% | -26.4% |
| 6M | -13.9% | -29.1% | +15.2% | -9.5% |
| YTD | +74.3% | -54.1% | +128.4% | +122.5% |
| 1Y | +35.8% | -53.7% | +89.5% | +72.3% |
| 3Y | +268.6% | -38.8% | +307.4% | +254.9% |
| All | +199.6% | -42.4% | +242.0% | +195.2% |
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