-42.7%
FIS vs A
+13.9%
-56.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.1% |
| 7D | -9.1% | -4.4% | -4.7% | -8.1% |
| 30D | -10.4% | -2.7% | -7.8% | -9.9% |
| 3M | -3.7% | +7.0% | -10.7% | -5.5% |
| 6M | -24.8% | +24.6% | -49.4% | -29.1% |
| YTD | -41.6% | +7.0% | -48.6% | -41.8% |
| 1Y | -42.7% | +15.6% | -58.3% | -43.5% |
| All | -42.7% | +13.9% | -56.6% | -43.5% |
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