-52.0%
FIS vs AR
+58.9%
-111.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.6% |
| 7D | +1.5% | +2.1% | -0.6% | +1.3% |
| 30D | -11.8% | +4.5% | -16.3% | -12.0% |
| 3M | -28.5% | +1.0% | -29.5% | -28.6% |
| 6M | -27.0% | +4.4% | -31.5% | -27.3% |
| YTD | -53.1% | +10.9% | -64.0% | -53.6% |
| 1Y | -52.8% | +8.6% | -61.3% | -53.2% |
| 3Y | -37.5% | +48.5% | -86.0% | -40.3% |
| 5Y | -71.1% | +95.7% | -166.8% | -73.1% |
| 10Y | -52.0% | +55.5% | -107.5% | -59.8% |
| All | -52.0% | +58.9% | -111.0% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling