-26.1%
FIS vs ALLE
+331.3%
-357.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | +0.1% |
| 7D | -21.2% | 0.0% | -21.2% | -21.4% |
| 30D | -12.1% | +20.6% | -32.6% | -20.0% |
| 3M | -30.6% | +11.4% | -42.0% | -34.5% |
| 6M | -35.5% | +42.5% | -78.0% | -46.3% |
| YTD | -54.4% | +18.9% | -73.3% | -59.0% |
| 1Y | -52.9% | +14.2% | -67.0% | -56.8% |
| 3Y | -38.7% | +90.7% | -129.3% | -57.9% |
| 5Y | -70.4% | +52.5% | -122.9% | -77.6% |
| 10Y | -52.8% | +231.2% | -284.0% | -76.2% |
| All | -26.1% | +331.3% | -357.4% | -66.6% |
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