+103.0%
FIS vs ACM
+230.8%
-127.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | -3.7% | +4.8% | +2.4% |
| 30D | -2.2% | -11.1% | +8.9% | +1.4% |
| 3M | +2.1% | -8.0% | +10.1% | +4.5% |
| 6M | -14.7% | -29.7% | +15.0% | -4.7% |
| YTD | -35.7% | -29.4% | -6.3% | -28.5% |
| 1Y | -37.1% | -46.4% | +9.4% | -23.4% |
| 3Y | -20.0% | -22.3% | +2.3% | -15.6% |
| 5Y | -62.1% | +4.5% | -66.6% | -64.3% |
| 10Y | -37.4% | +127.6% | -165.0% | -57.4% |
| All | +103.0% | +230.8% | -127.8% | +4.0% |
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