+296.4%
ARM vs FIS
-19.3%
+315.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | +5.5% | +1.1% | +4.4% | +5.1% |
| 30D | -8.2% | -2.2% | -6.0% | -7.7% |
| 3M | -35.9% | +2.1% | -38.1% | -37.2% |
| 6M | +103.1% | -14.7% | +117.8% | +111.7% |
| YTD | +130.6% | -35.7% | +166.3% | +177.3% |
| 1Y | +86.1% | -37.1% | +123.1% | +125.6% |
| All | +296.4% | -19.3% | +315.7% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling