+376.5%
FIS vs ADM
+1,088.9%
-712.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +3.8% | -2.7% | -0.2% |
| 30D | -2.2% | +9.8% | -12.0% | -5.4% |
| 3M | +2.1% | +2.1% | 0.0% | +0.9% |
| 6M | -14.7% | +27.5% | -42.2% | -22.2% |
| YTD | -35.7% | +50.2% | -85.9% | -44.7% |
| 1Y | -37.1% | +40.6% | -77.7% | -44.9% |
| 3Y | -20.0% | +17.2% | -37.2% | -27.9% |
| 5Y | -62.1% | +61.9% | -124.0% | -70.3% |
| 10Y | -37.4% | +159.3% | -196.7% | -59.6% |
| All | +376.5% | +1,088.9% | -712.4% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling