-53.7%
FIS vs AR
+11.3%
-65.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +2.8% | +7.4% | -4.6% | +1.9% |
| 30D | -16.7% | +5.8% | -22.5% | -16.5% |
| 3M | -32.3% | +5.2% | -37.5% | -32.2% |
| 6M | -29.1% | +5.4% | -34.5% | -28.9% |
| YTD | -54.1% | +12.4% | -66.6% | -53.4% |
| 1Y | -53.7% | +12.8% | -66.5% | -52.9% |
| All | -53.7% | +11.3% | -65.0% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling