-32.5%
FIS vs AGI
-33.0%
+0.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.2% | -2.0% | -7.0% |
| 7D | -3.5% | -7.5% | +4.0% | -5.1% |
| 30D | -19.4% | -9.9% | -9.6% | -18.2% |
| 3M | -31.6% | -14.2% | -17.4% | -30.5% |
| 6M | -32.5% | -35.2% | +2.7% | -29.5% |
| All | -32.5% | -33.0% | +0.5% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling