-55.6%
FIS vs ALM
+10.4%
-66.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.5% | +0.4% | -6.5% |
| 7D | -3.5% | -4.0% | +0.5% | -3.7% |
| 30D | -19.4% | -30.5% | +11.1% | -20.8% |
| 3M | -31.6% | -46.9% | +15.3% | -33.5% |
| 6M | -32.5% | -65.5% | +33.0% | -34.4% |
| YTD | -56.0% | -13.4% | -42.6% | -55.5% |
| All | -55.6% | +10.4% | -66.0% | -55.3% |
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