-40.4%
FIS vs AGI
+9.6%
-50.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.1% |
| 7D | -8.9% | -5.3% | -3.6% | -9.1% |
| 30D | -9.9% | +6.8% | -16.7% | -9.7% |
| 3M | 0.0% | +8.3% | -8.3% | +0.7% |
| 6M | -22.9% | -29.2% | +6.3% | -23.0% |
| YTD | -40.9% | -7.3% | -33.6% | -40.1% |
| 1Y | -40.4% | +8.0% | -48.5% | -39.1% |
| All | -40.4% | +9.6% | -50.1% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling