-55.0%
FIS vs ALB
-1.1%
-53.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | -29.4% | +9.5% | -38.9% | -28.9% |
| 30D | -16.7% | -2.1% | -14.6% | -16.2% |
| 3M | -33.0% | -24.1% | -8.8% | -32.5% |
| 6M | -33.3% | -51.0% | +17.7% | -32.7% |
| YTD | -56.0% | -29.3% | -26.7% | -56.0% |
| All | -55.0% | -1.1% | -53.9% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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