+4.1%
FIS vs ALLE
+260.9%
-256.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -2.2% | -6.8% | +4.6% | +1.1% |
| 3M | +2.1% | +21.0% | -18.9% | -7.5% |
| 6M | -14.7% | +1.1% | -15.8% | -16.2% |
| YTD | -35.7% | -0.5% | -35.2% | -36.7% |
| 1Y | -37.1% | -7.3% | -29.8% | -36.0% |
| 3Y | -20.0% | +42.3% | -62.3% | -36.1% |
| 5Y | -62.1% | +13.5% | -75.6% | -66.7% |
| 10Y | -37.4% | +144.0% | -181.4% | -63.2% |
| All | +4.1% | +260.9% | -256.7% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling