-55.5%
FIS vs AG
+64.1%
-119.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.1% |
| 7D | -27.4% | +6.0% | -33.3% | -27.7% |
| 30D | -16.8% | -13.5% | -3.3% | -16.4% |
| 3M | -32.6% | -20.7% | -12.0% | -32.1% |
| 6M | -33.4% | -31.5% | -1.9% | -32.6% |
| YTD | -56.0% | -10.1% | -45.9% | -56.6% |
| 1Y | -55.1% | +26.0% | -81.1% | -56.6% |
| 3Y | -41.4% | +228.9% | -270.3% | -48.1% |
| 5Y | -72.7% | +8.7% | -81.3% | -74.5% |
| 10Y | -55.5% | +71.9% | -127.4% | -60.8% |
| All | -55.5% | +64.1% | -119.5% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling