-70.4%
FIS vs ALC
+31.8%
-102.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.3% |
| 7D | -25.5% | +4.9% | -30.4% | -27.9% |
| 30D | -15.1% | +19.0% | -34.0% | -22.8% |
| 3M | -32.1% | +7.8% | -39.9% | -35.3% |
| 6M | -36.1% | +14.6% | -50.6% | -41.0% |
| YTD | -55.4% | -4.4% | -50.9% | -55.3% |
| 1Y | -53.9% | +1.4% | -55.3% | -55.2% |
| 3Y | -39.8% | +2.5% | -42.3% | -44.1% |
| 5Y | -71.1% | -10.9% | -60.2% | -71.8% |
| All | -70.4% | +31.8% | -102.2% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling