-38.4%
FIS vs ACGL
+35.5%
-73.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -21.2% | +6.4% | -27.5% | -22.8% |
| 30D | -12.1% | +16.6% | -28.7% | -16.1% |
| 3M | -30.6% | +11.6% | -42.2% | -33.0% |
| 6M | -35.5% | +17.5% | -52.9% | -38.5% |
| YTD | -54.4% | +15.3% | -69.6% | -56.3% |
| 1Y | -52.9% | +26.3% | -79.2% | -55.9% |
| All | -38.4% | +35.5% | -73.9% | -41.2% |
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