-55.0%
FIS vs AA
+9.4%
-64.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.1% | -0.7% |
| 7D | -29.4% | +4.8% | -34.2% | -28.9% |
| 30D | -16.7% | -0.6% | -16.1% | -16.5% |
| 3M | -33.0% | -16.3% | -16.7% | -33.6% |
| 6M | -33.3% | -33.4% | +0.1% | -34.0% |
| YTD | -56.0% | -20.7% | -35.3% | -56.4% |
| All | -55.0% | +9.4% | -64.4% | -55.4% |
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