-39.8%
FIS vs ALLE
+88.9%
-128.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -25.5% | -0.6% | -24.9% | -25.5% |
| 30D | -15.1% | +25.3% | -40.4% | -20.8% |
| 3M | -32.1% | +10.3% | -42.4% | -34.4% |
| 6M | -36.1% | +38.0% | -74.1% | -42.3% |
| YTD | -55.4% | +17.8% | -73.2% | -58.1% |
| 1Y | -53.9% | +13.6% | -67.5% | -56.1% |
| 3Y | -39.8% | +89.2% | -129.0% | -54.0% |
| All | -39.8% | +88.9% | -128.6% | -54.0% |
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