+230.6%
FIS vs AA
-39.3%
+269.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.9% |
| 7D | -25.5% | +0.9% | -26.4% | -25.8% |
| 30D | -15.1% | -6.7% | -8.4% | -14.2% |
| 3M | -32.1% | -16.3% | -15.8% | -30.1% |
| 6M | -36.1% | -37.1% | +1.1% | -31.0% |
| YTD | -55.4% | -25.0% | -30.4% | -54.5% |
| 1Y | -53.9% | +8.6% | -62.5% | -56.9% |
| 3Y | -39.8% | +57.2% | -97.0% | -51.5% |
| 5Y | -71.1% | -13.0% | -58.1% | -75.1% |
| 10Y | -53.8% | +65.5% | -119.4% | -72.4% |
| All | +230.6% | -39.3% | +269.9% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling