-71.1%
FIS vs AR
+98.1%
-169.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.5% |
| 7D | +1.5% | +2.1% | -0.6% | +1.2% |
| 30D | -11.8% | +4.5% | -16.3% | -12.2% |
| 3M | -28.5% | +1.0% | -29.5% | -28.6% |
| 6M | -27.0% | +4.4% | -31.5% | -27.5% |
| YTD | -53.1% | +10.9% | -64.0% | -54.0% |
| 1Y | -52.8% | +8.6% | -61.3% | -53.6% |
| 3Y | -37.5% | +48.5% | -86.0% | -43.4% |
| 5Y | -71.1% | +95.7% | -166.8% | -74.9% |
| All | -71.1% | +98.1% | -169.2% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling