+376.5%
FIS vs A
+764.4%
-387.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -2.2% | +6.9% | -9.1% | -4.8% |
| 3M | +2.1% | +9.2% | -7.1% | -1.5% |
| 6M | -14.7% | +25.7% | -40.4% | -22.5% |
| YTD | -35.7% | +11.5% | -47.2% | -39.0% |
| 1Y | -37.1% | +18.4% | -55.4% | -41.8% |
| 3Y | -20.0% | +26.6% | -46.6% | -29.6% |
| 5Y | -62.1% | -12.8% | -49.3% | -62.3% |
| 10Y | -37.4% | +247.2% | -284.6% | -62.4% |
| All | +376.5% | +764.4% | -387.9% | +77.3% |
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 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