-52.4%
FIS vs AG
+76.0%
-128.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.3% |
| 7D | +2.8% | -10.0% | +12.8% | +3.3% |
| 30D | -16.7% | -10.5% | -6.2% | -16.5% |
| 3M | -32.3% | -27.3% | -5.0% | -31.5% |
| 6M | -29.1% | -43.0% | +13.9% | -27.6% |
| YTD | -54.1% | -17.9% | -36.2% | -54.5% |
| 1Y | -53.7% | +11.9% | -65.6% | -55.0% |
| 3Y | -38.8% | +201.8% | -240.7% | -45.6% |
| 5Y | -71.1% | -0.1% | -71.0% | -73.0% |
| All | -52.4% | +76.0% | -128.4% | -57.8% |
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