-54.3%
FIS vs AR
+57.2%
-111.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.2% |
| 7D | -3.5% | +6.4% | -9.9% | -4.0% |
| 30D | -19.4% | +3.1% | -22.5% | -19.6% |
| 3M | -31.6% | +3.3% | -34.8% | -31.7% |
| 6M | -32.5% | +6.6% | -39.1% | -32.9% |
| YTD | -56.0% | +12.3% | -68.3% | -56.5% |
| 1Y | -55.5% | +12.3% | -67.9% | -56.1% |
| 3Y | -41.3% | +50.4% | -91.8% | -44.1% |
| 5Y | -72.3% | +101.0% | -173.2% | -74.2% |
| All | -54.3% | +57.2% | -111.5% | -61.6% |
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