-71.4%
FIS vs AG
+12.9%
-84.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.3% |
| 7D | -25.5% | +6.3% | -31.8% | -25.6% |
| 30D | -15.1% | -8.9% | -6.1% | -14.8% |
| 3M | -32.1% | -12.2% | -19.9% | -31.9% |
| 6M | -36.1% | -28.3% | -7.8% | -35.5% |
| YTD | -55.4% | -8.8% | -46.6% | -56.0% |
| 1Y | -53.9% | +39.4% | -93.2% | -55.8% |
| 3Y | -39.8% | +229.4% | -269.2% | -47.3% |
| All | -71.4% | +12.9% | -84.3% | -72.6% |
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