-40.6%
FIS vs ACGL
+35.1%
-75.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.6% |
| 7D | -29.4% | -1.1% | -28.3% | -29.3% |
| 30D | -16.7% | +13.1% | -29.9% | -20.0% |
| 3M | -33.0% | +9.8% | -42.8% | -35.0% |
| 6M | -33.3% | +15.3% | -48.6% | -36.1% |
| YTD | -56.0% | +12.7% | -68.7% | -57.7% |
| 1Y | -54.6% | +20.7% | -75.3% | -57.0% |
| 3Y | -40.6% | +34.3% | -74.9% | -42.7% |
| All | -40.6% | +35.1% | -75.8% | -42.7% |
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