-26.5%
FIS vs AGI
+214.4%
-240.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.4% |
| 7D | -9.1% | +2.2% | -11.3% | -9.1% |
| 30D | -10.4% | +11.3% | -21.7% | -10.6% |
| 3M | -3.7% | +5.6% | -9.3% | -3.6% |
| 6M | -24.8% | -27.7% | +2.9% | -23.9% |
| YTD | -41.6% | -4.1% | -37.5% | -41.6% |
| 1Y | -42.7% | +13.8% | -56.5% | -43.4% |
| All | -26.5% | +214.4% | -240.9% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling