-70.8%
FIS vs ACM
+1.1%
-71.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +2.8% | +5.6% | -2.8% | +0.7% |
| 30D | -16.7% | +20.8% | -37.5% | -22.8% |
| 3M | -32.3% | +11.4% | -43.7% | -35.4% |
| 6M | -29.1% | +0.9% | -30.0% | -30.3% |
| YTD | -54.1% | -24.8% | -29.3% | -49.5% |
| 1Y | -53.7% | -46.4% | -7.3% | -41.0% |
| 3Y | -38.8% | -9.2% | -29.6% | -42.5% |
| All | -70.8% | +1.1% | -71.9% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling