-39.8%
FIS vs AA
+52.9%
-92.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.4% |
| 7D | -25.5% | +0.9% | -26.4% | -25.5% |
| 30D | -15.1% | -6.7% | -8.4% | -14.8% |
| 3M | -32.1% | -16.3% | -15.8% | -31.7% |
| 6M | -36.1% | -37.1% | +1.1% | -34.6% |
| YTD | -55.4% | -25.0% | -30.4% | -55.5% |
| 1Y | -53.9% | +8.6% | -62.5% | -55.9% |
| 3Y | -39.8% | +57.2% | -97.0% | -48.0% |
| All | -39.8% | +52.9% | -92.6% | -48.0% |
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