-51.1%
FIS vs ADM
+29.8%
-80.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.3% | -24.0% | -23.7% |
| 7D | -18.4% | -8.3% | -10.1% | -18.6% |
| 30D | -11.4% | -14.1% | +2.7% | -11.8% |
| 3M | -32.0% | -10.7% | -21.2% | -32.0% |
| 6M | -35.6% | -5.9% | -29.7% | -35.6% |
| YTD | -53.8% | +25.8% | -79.6% | -53.5% |
| 1Y | -51.1% | +21.3% | -72.3% | -50.8% |
| All | -51.1% | +29.8% | -80.9% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling