-71.4%
FIS vs ALM
+396.4%
-467.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.3% |
| 7D | -25.5% | -6.7% | -18.8% | -25.4% |
| 30D | -15.1% | -32.9% | +17.8% | -14.7% |
| 3M | -32.1% | -39.5% | +7.4% | -31.9% |
| 6M | -36.1% | -62.0% | +25.9% | -35.3% |
| YTD | -55.4% | -7.8% | -47.6% | -56.1% |
| 1Y | -53.9% | +26.7% | -80.6% | -55.2% |
| 3Y | -39.8% | +825.4% | -865.1% | -46.7% |
| All | -71.4% | +396.4% | -467.8% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling