-53.7%
FIS vs AGI
-15.8%
-37.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.1% |
| 7D | +2.8% | -10.1% | +12.9% | +1.5% |
| 30D | -16.7% | -6.5% | -10.2% | -16.2% |
| 3M | -32.3% | -12.8% | -19.5% | -31.9% |
| 6M | -29.1% | -34.3% | +5.3% | -28.7% |
| YTD | -54.1% | -25.6% | -28.5% | -53.7% |
| 1Y | -53.7% | -14.2% | -39.5% | -54.0% |
| All | -53.7% | -15.8% | -37.9% | -54.0% |
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