+238.2%
FIS vs ACGL
+6,502.6%
-6,264.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -21.2% | +6.4% | -27.5% | -23.3% |
| 30D | -12.1% | +16.6% | -28.7% | -17.5% |
| 3M | -30.6% | +11.6% | -42.2% | -33.7% |
| 6M | -35.5% | +17.5% | -52.9% | -39.6% |
| YTD | -54.4% | +15.3% | -69.6% | -57.1% |
| 1Y | -52.9% | +26.3% | -79.2% | -57.3% |
| 3Y | -38.7% | +35.9% | -74.6% | -47.2% |
| 5Y | -70.4% | +168.2% | -238.6% | -81.1% |
| 10Y | -52.8% | +352.0% | -404.7% | -76.2% |
| All | +238.2% | +6,502.6% | -6,264.4% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling