+376.5%
FIS vs AA
-23.5%
+400.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -2.2% | +5.0% | -7.2% | -3.5% |
| 3M | +2.1% | -35.8% | +38.0% | +11.0% |
| 6M | -14.7% | -18.4% | +3.7% | -13.1% |
| YTD | -35.7% | -5.5% | -30.2% | -37.2% |
| 1Y | -37.1% | +61.0% | -98.0% | -46.1% |
| 3Y | -20.0% | +66.2% | -86.2% | -36.0% |
| 5Y | -62.1% | +11.4% | -73.5% | -69.1% |
| 10Y | -37.4% | +116.9% | -154.3% | -64.6% |
| All | +376.5% | -23.5% | +400.0% | +163.3% |
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