-54.3%
FIS vs ACM
+131.3%
-185.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | -3.5% | +5.1% | -8.6% | -5.4% |
| 30D | -19.4% | +18.7% | -38.1% | -24.9% |
| 3M | -31.6% | +15.5% | -47.0% | -35.6% |
| 6M | -32.5% | +1.2% | -33.7% | -33.8% |
| YTD | -56.0% | -25.2% | -30.7% | -51.8% |
| 1Y | -55.5% | -46.3% | -9.2% | -44.7% |
| 3Y | -41.3% | -9.6% | -31.8% | -42.2% |
| 5Y | -72.3% | +4.4% | -76.6% | -74.4% |
| All | -54.3% | +131.3% | -185.6% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling