-62.2%
FIS vs ADM
+62.5%
-124.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +3.8% | -2.7% | +0.5% |
| 30D | -2.2% | +9.8% | -12.0% | -3.8% |
| 3M | +2.1% | +2.1% | 0.0% | +1.6% |
| 6M | -14.7% | +27.5% | -42.2% | -18.8% |
| YTD | -35.7% | +50.2% | -85.9% | -40.9% |
| 1Y | -37.1% | +40.6% | -77.7% | -41.5% |
| 3Y | -20.0% | +17.2% | -37.2% | -23.8% |
| All | -62.2% | +62.5% | -124.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling