+230.6%
FIS vs A
+902.9%
-672.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.9% |
| 7D | -25.5% | -0.1% | -25.4% | -25.6% |
| 30D | -15.1% | +3.4% | -18.4% | -16.4% |
| 3M | -32.1% | +23.8% | -55.9% | -37.7% |
| 6M | -36.1% | +49.0% | -85.1% | -45.6% |
| YTD | -55.4% | +29.4% | -84.8% | -60.2% |
| 1Y | -53.9% | +19.4% | -73.3% | -57.6% |
| 3Y | -39.8% | +66.2% | -105.9% | -52.3% |
| 5Y | -71.1% | +15.8% | -86.9% | -74.2% |
| 10Y | -53.8% | +326.1% | -379.9% | -74.4% |
| All | +230.6% | +902.9% | -672.3% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling