-70.8%
FIS vs ALB
-64.0%
-6.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.3% |
| 7D | +2.8% | -5.8% | +8.6% | +3.6% |
| 30D | -16.7% | -4.5% | -12.2% | -16.5% |
| 3M | -32.3% | -28.1% | -4.2% | -29.5% |
| 6M | -29.1% | -53.2% | +24.1% | -21.8% |
| YTD | -54.1% | -33.3% | -20.8% | -52.9% |
| 1Y | -53.7% | -17.4% | -36.3% | -54.2% |
| 3Y | -38.8% | -14.1% | -24.7% | -43.8% |
| All | -70.8% | -64.0% | -6.8% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling