-38.8%
FIS vs ACGL
+33.8%
-72.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +2.8% | +2.2% | +0.6% | +2.2% |
| 30D | -16.7% | +12.3% | -29.0% | -19.8% |
| 3M | -32.3% | +11.8% | -44.1% | -34.7% |
| 6M | -29.1% | +17.5% | -46.5% | -32.4% |
| YTD | -54.1% | +14.3% | -68.4% | -56.0% |
| 1Y | -53.7% | +18.2% | -71.9% | -56.0% |
| 3Y | -38.8% | +33.2% | -72.0% | -41.9% |
| All | -38.8% | +33.8% | -72.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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