-55.3%
FIS vs ALM
+2,221.4%
-2,276.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.1% | -9.4% | -1.5% |
| 7D | -29.4% | +0.7% | -30.2% | -29.4% |
| 30D | -16.7% | -26.1% | +9.3% | -16.3% |
| 3M | -33.0% | -38.1% | +5.1% | -32.5% |
| 6M | -33.3% | -55.4% | +22.1% | -32.5% |
| YTD | -56.0% | -0.4% | -55.6% | -56.6% |
| 1Y | -54.6% | +25.4% | -79.9% | -55.6% |
| 3Y | -40.6% | +907.8% | -948.4% | -46.5% |
| 5Y | -71.9% | +440.2% | -512.1% | -74.5% |
| 10Y | -55.3% | +2,031.1% | -2,086.5% | -60.7% |
| All | -55.3% | +2,221.4% | -2,276.8% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling