-37.5%
FIS vs AR
+46.6%
-84.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.5% |
| 7D | +1.5% | +2.1% | -0.6% | +1.3% |
| 30D | -11.8% | +4.5% | -16.3% | -11.9% |
| 3M | -28.5% | +1.0% | -29.5% | -28.5% |
| 6M | -27.0% | +4.4% | -31.5% | -27.2% |
| YTD | -53.1% | +10.9% | -64.0% | -53.5% |
| 1Y | -52.8% | +8.6% | -61.3% | -53.1% |
| All | -37.5% | +46.6% | -84.0% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling