-51.1%
FIS vs ALM
+44.8%
-95.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.2% | -24.8% | -23.6% |
| 7D | -18.4% | -6.4% | -12.0% | -18.7% |
| 30D | -11.4% | -35.0% | +23.6% | -13.0% |
| 3M | -32.0% | -33.8% | +1.8% | -33.2% |
| 6M | -35.6% | -55.0% | +19.4% | -36.8% |
| YTD | -53.8% | -0.2% | -53.6% | -52.8% |
| 1Y | -51.1% | +41.8% | -92.8% | -50.7% |
| All | -51.1% | +44.8% | -95.9% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling