-38.8%
FIS vs ALM
+909.2%
-948.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.6% | +4.2% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | -16.7% | -19.3% | +2.6% | -16.8% |
| 3M | -32.3% | -40.6% | +8.4% | -32.4% |
| 6M | -29.1% | -57.9% | +28.9% | -29.0% |
| YTD | -54.1% | -6.7% | -47.4% | -54.7% |
| 1Y | -53.7% | +20.2% | -73.9% | -54.6% |
| 3Y | -38.8% | +879.4% | -918.3% | -40.5% |
| All | -38.8% | +909.2% | -948.1% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling