-65.6%
FIS vs AG
+65.4%
-131.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.8% | -5.9% |
| 7D | -3.5% | +4.5% | -7.9% | -3.6% |
| 30D | -7.8% | +12.9% | -20.7% | -8.4% |
| 3M | +0.8% | +20.9% | -20.1% | -0.3% |
| 6M | -21.9% | -19.5% | -2.4% | -21.4% |
| YTD | -39.5% | +24.8% | -64.3% | -41.0% |
| 1Y | -41.0% | +120.2% | -161.2% | -45.0% |
| 3Y | -23.6% | +279.0% | -302.6% | -33.7% |
| 5Y | -65.6% | +67.9% | -133.5% | -68.4% |
| All | -65.6% | +65.4% | -131.0% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling