+376.5%
FIS vs ALB
+1,595.5%
-1,219.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.2% |
| 7D | +1.1% | -8.1% | +9.2% | +3.2% |
| 30D | -2.2% | +6.3% | -8.5% | -4.0% |
| 3M | +2.1% | -23.6% | +25.7% | +8.5% |
| 6M | -14.7% | -24.6% | +9.9% | -10.3% |
| YTD | -35.7% | -10.3% | -25.4% | -36.5% |
| 1Y | -37.1% | +61.5% | -98.5% | -48.1% |
| 3Y | -20.0% | -34.0% | +14.0% | -22.0% |
| 5Y | -62.1% | -44.6% | -17.5% | -63.5% |
| 10Y | -37.4% | +76.1% | -113.5% | -64.4% |
| All | +376.5% | +1,595.5% | -1,219.0% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling