-40.6%
FIS vs ALLE
+93.1%
-133.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.1% |
| 7D | -29.4% | -0.6% | -28.8% | -29.4% |
| 30D | -16.7% | +26.6% | -43.4% | -22.5% |
| 3M | -33.0% | +13.2% | -46.1% | -35.7% |
| 6M | -33.3% | +42.9% | -76.2% | -40.4% |
| YTD | -56.0% | +21.0% | -77.0% | -59.0% |
| 1Y | -54.6% | +15.2% | -69.7% | -56.9% |
| 3Y | -40.6% | +95.6% | -136.2% | -53.7% |
| All | -40.6% | +93.1% | -133.7% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling