+20.3%
FIS vs ALM
+7,705.7%
-7,685.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +1.1% | -2.6% | +3.7% | +1.1% |
| 30D | -2.2% | +32.0% | -34.2% | -2.2% |
| 3M | +2.1% | -15.0% | +17.2% | +2.2% |
| 6M | -14.7% | -10.1% | -4.5% | -14.7% |
| YTD | -35.7% | +99.4% | -135.1% | -35.8% |
| 1Y | -37.1% | +316.4% | -353.4% | -37.2% |
| 3Y | -20.0% | +2,022.0% | -2,042.0% | -20.4% |
| 5Y | -62.1% | +941.2% | -1,003.3% | -62.3% |
| 10Y | -37.4% | +2,950.3% | -2,987.7% | -37.6% |
| All | +20.3% | +7,705.7% | -7,685.5% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling