-55.1%
FIS vs AA
+4.5%
-59.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.6% |
| 7D | -27.4% | +1.2% | -28.6% | -27.2% |
| 30D | -16.8% | -5.0% | -11.8% | -17.0% |
| 3M | -32.6% | -22.2% | -10.4% | -33.8% |
| 6M | -33.4% | -36.3% | +2.9% | -34.4% |
| YTD | -56.0% | -24.2% | -31.9% | -56.7% |
| 1Y | -55.1% | +3.9% | -59.0% | -55.7% |
| All | -55.1% | +4.5% | -59.6% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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