-18.5%
FIS vs ACGL
+34.2%
-52.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -2.2% | -1.0% | -1.2% | -1.9% |
| 3M | +2.1% | +11.0% | -8.9% | -0.4% |
| 6M | -14.7% | -0.3% | -14.3% | -14.7% |
| YTD | -35.7% | +2.3% | -38.0% | -36.1% |
| 1Y | -37.1% | +6.4% | -43.4% | -38.1% |
| All | -18.5% | +34.2% | -52.8% | -24.4% |
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