-40.2%
FIS vs AG
+57.4%
-97.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.8% | -5.8% |
| 7D | -3.5% | +4.5% | -7.9% | -3.7% |
| 30D | -7.8% | +12.9% | -20.7% | -8.5% |
| 3M | +0.8% | +20.9% | -20.1% | -0.4% |
| 6M | -21.9% | -19.5% | -2.4% | -21.5% |
| YTD | -39.5% | +24.8% | -64.3% | -41.0% |
| 1Y | -41.0% | +120.2% | -161.2% | -44.8% |
| 3Y | -23.6% | +279.0% | -302.6% | -32.6% |
| 5Y | -65.6% | +67.9% | -133.5% | -68.6% |
| 10Y | -40.2% | +57.5% | -97.7% | -46.3% |
| All | -40.2% | +57.4% | -97.6% | -46.3% |
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