-41.0%
FIS vs ALM
+347.8%
-388.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.8% | -14.7% | -5.6% |
| 7D | -3.5% | +8.4% | -11.9% | -3.1% |
| 30D | -7.8% | +34.8% | -42.7% | -6.9% |
| 3M | +0.8% | +16.2% | -15.4% | +2.0% |
| 6M | -21.9% | +2.1% | -24.0% | -20.8% |
| YTD | -39.5% | +117.0% | -156.5% | -38.4% |
| 1Y | -41.0% | +313.9% | -354.8% | -38.4% |
| All | -41.0% | +347.8% | -388.8% | -38.4% |
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