-38.8%
FIS vs AA
+67.6%
-106.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | -16.7% | -0.6% | -16.1% | -16.8% |
| 3M | -32.3% | -19.7% | -12.6% | -31.7% |
| 6M | -29.1% | -41.6% | +12.5% | -27.1% |
| YTD | -54.1% | -24.6% | -29.5% | -54.2% |
| 1Y | -53.7% | +4.9% | -58.6% | -55.5% |
| 3Y | -38.8% | +66.8% | -105.7% | -47.8% |
| All | -38.8% | +67.6% | -106.4% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling