-55.3%
FIS vs ACM
+147.1%
-202.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -3.3% |
| 7D | -29.4% | +6.9% | -36.3% | -31.4% |
| 30D | -16.7% | +19.1% | -35.8% | -22.3% |
| 3M | -33.0% | -6.9% | -26.0% | -31.8% |
| 6M | -33.3% | -12.0% | -21.3% | -31.2% |
| YTD | -56.0% | -25.1% | -30.9% | -51.9% |
| 1Y | -54.6% | -45.4% | -9.2% | -44.2% |
| 3Y | -40.6% | -6.9% | -33.7% | -42.1% |
| 5Y | -71.9% | +3.7% | -75.7% | -73.9% |
| 10Y | -55.3% | +135.8% | -191.1% | -68.9% |
| All | -55.3% | +147.1% | -202.4% | -68.9% |
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