+230.6%
FIS vs ALB
+1,237.1%
-1,006.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -25.5% | +9.1% | -34.5% | -27.4% |
| 30D | -15.1% | -3.4% | -11.6% | -14.9% |
| 3M | -32.1% | -20.6% | -11.5% | -28.8% |
| 6M | -36.1% | -48.2% | +12.1% | -25.9% |
| YTD | -55.4% | -29.2% | -26.2% | -53.6% |
| 1Y | -53.9% | +10.0% | -63.9% | -57.8% |
| 3Y | -39.8% | -12.9% | -26.9% | -46.9% |
| 5Y | -71.1% | -61.3% | -9.8% | -69.4% |
| 10Y | -53.8% | +35.8% | -89.6% | -72.1% |
| All | +230.6% | +1,237.1% | -1,006.5% | -21.9% |
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