-51.1%
FIS vs A
+24.4%
-75.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.0% | -24.6% | -23.8% |
| 7D | -18.4% | -2.4% | -16.0% | -18.1% |
| 30D | -11.4% | +3.6% | -15.0% | -12.2% |
| 3M | -32.0% | +27.5% | -59.5% | -35.8% |
| 6M | -35.6% | +58.5% | -94.1% | -42.8% |
| YTD | -53.8% | +31.2% | -85.0% | -55.6% |
| 1Y | -51.1% | +22.2% | -73.3% | -52.0% |
| All | -51.1% | +24.4% | -75.5% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling