-51.1%
FIS vs AG
+29.4%
-80.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +9.1% | -32.8% | -23.0% |
| 7D | -18.4% | -2.6% | -15.8% | -18.0% |
| 30D | -11.4% | -12.1% | +0.7% | -11.1% |
| 3M | -32.0% | -6.6% | -25.4% | -31.7% |
| 6M | -35.6% | -20.5% | -15.1% | -35.3% |
| YTD | -53.8% | -7.4% | -46.4% | -54.2% |
| 1Y | -51.1% | +33.4% | -84.5% | -51.8% |
| All | -51.1% | +29.4% | -80.4% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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