-55.0%
FIS vs ALC
+2.0%
-57.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -29.4% | +2.1% | -31.5% | -29.9% |
| 30D | -16.7% | +17.2% | -33.9% | -21.9% |
| 3M | -33.0% | +4.6% | -37.6% | -34.1% |
| 6M | -33.3% | +20.1% | -53.4% | -37.9% |
| YTD | -56.0% | -4.2% | -51.8% | -55.8% |
| All | -55.0% | +2.0% | -57.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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