-39.8%
FIS vs ACM
-12.3%
-27.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -25.5% | +5.4% | -30.8% | -26.8% |
| 30D | -15.1% | +15.1% | -30.2% | -18.6% |
| 3M | -32.1% | -10.5% | -21.7% | -30.5% |
| 6M | -36.1% | -19.7% | -16.4% | -32.7% |
| YTD | -55.4% | -28.8% | -26.6% | -51.4% |
| 1Y | -53.9% | -47.9% | -6.0% | -44.8% |
| 3Y | -39.8% | -12.4% | -27.4% | -42.3% |
| All | -39.8% | -12.3% | -27.4% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling