-39.8%
FIS vs A
+64.2%
-104.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.7% |
| 7D | -25.5% | -0.1% | -25.4% | -25.6% |
| 30D | -15.1% | +3.4% | -18.4% | -16.0% |
| 3M | -32.1% | +23.8% | -55.9% | -36.3% |
| 6M | -36.1% | +49.0% | -85.1% | -43.3% |
| YTD | -55.4% | +29.4% | -84.8% | -58.8% |
| 1Y | -53.9% | +19.4% | -73.3% | -56.4% |
| 3Y | -39.8% | +66.2% | -105.9% | -45.3% |
| All | -39.8% | +64.2% | -104.0% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling