-54.3%
FIS vs ALM
+1,942.8%
-1,997.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.5% | +0.4% | -6.0% |
| 7D | -3.5% | -4.0% | +0.5% | -3.4% |
| 30D | -19.4% | -30.5% | +11.1% | -18.9% |
| 3M | -31.6% | -46.9% | +15.3% | -30.9% |
| 6M | -32.5% | -65.5% | +33.0% | -31.3% |
| YTD | -56.0% | -13.4% | -42.6% | -56.5% |
| 1Y | -55.5% | +9.8% | -65.3% | -56.4% |
| 3Y | -41.3% | +783.1% | -824.4% | -47.0% |
| 5Y | -72.3% | +378.3% | -450.5% | -74.7% |
| All | -54.3% | +1,942.8% | -1,997.1% | -59.7% |
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