+40.8%
FIS vs ACM
+233.3%
-192.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -25.5% | +5.4% | -30.8% | -27.1% |
| 30D | -15.1% | +15.1% | -30.2% | -19.4% |
| 3M | -32.1% | -10.5% | -21.7% | -30.1% |
| 6M | -36.1% | -19.7% | -16.4% | -32.0% |
| YTD | -55.4% | -28.8% | -26.6% | -50.7% |
| 1Y | -53.9% | -47.9% | -6.0% | -43.4% |
| 3Y | -39.8% | -12.4% | -27.4% | -39.4% |
| 5Y | -71.1% | +0.6% | -71.7% | -72.4% |
| 10Y | -53.8% | +161.3% | -215.1% | -70.1% |
| All | +40.8% | +233.3% | -192.5% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling