+376.5%
FIS vs ACGL
+5,758.0%
-5,381.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -2.2% | -1.0% | -1.2% | -1.8% |
| 3M | +2.1% | +11.0% | -8.9% | -2.0% |
| 6M | -14.7% | -0.3% | -14.3% | -14.7% |
| YTD | -35.7% | +2.3% | -38.0% | -36.5% |
| 1Y | -37.1% | +6.4% | -43.4% | -38.9% |
| 3Y | -20.0% | +34.0% | -54.0% | -30.8% |
| 5Y | -62.1% | +161.6% | -223.8% | -75.6% |
| 10Y | -37.4% | +278.6% | -316.0% | -66.2% |
| All | +376.5% | +5,758.0% | -5,381.5% | +55.5% |
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