-16.6%
FIS vs ALM
+3,507.4%
-3,524.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.2% |
| 7D | -25.5% | -6.7% | -18.8% | -25.5% |
| 30D | -15.1% | -32.9% | +17.8% | -15.0% |
| 3M | -32.1% | -39.5% | +7.4% | -32.1% |
| 6M | -36.1% | -62.0% | +25.9% | -36.0% |
| YTD | -55.4% | -7.8% | -47.6% | -55.4% |
| 1Y | -53.9% | +26.7% | -80.6% | -53.9% |
| 3Y | -39.8% | +825.4% | -865.1% | -40.0% |
| 5Y | -71.1% | +401.2% | -472.3% | -71.2% |
| 10Y | -53.8% | +2,074.0% | -2,127.9% | -54.0% |
| All | -16.6% | +3,507.4% | -3,524.0% | -16.7% |
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 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