-25.5%
FIS vs AJG
+8.2%
-33.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -7.9% | -8.3% | +0.4% | -4.7% |
| 30D | -8.0% | -5.7% | -2.3% | -5.8% |
| 3M | +0.6% | +9.1% | -8.5% | -2.3% |
| 6M | -22.2% | +15.2% | -37.4% | -25.8% |
| YTD | -40.8% | -6.3% | -34.5% | -40.2% |
| 1Y | -41.5% | -19.1% | -22.4% | -38.5% |
| 3Y | -25.5% | +8.2% | -33.7% | -31.8% |
| All | -25.5% | +8.2% | -33.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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