-62.2%
FIS vs AR
+143.7%
-205.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.1% | +2.5% | -1.4% | +0.8% |
| 30D | -2.2% | +14.8% | -17.0% | -4.0% |
| 3M | +2.1% | +6.2% | -4.1% | +1.2% |
| 6M | -14.7% | +4.3% | -19.0% | -15.5% |
| YTD | -35.7% | +14.4% | -50.1% | -37.2% |
| 1Y | -37.1% | +21.3% | -58.4% | -39.3% |
| 3Y | -20.0% | +39.8% | -59.8% | -26.7% |
| All | -62.2% | +143.7% | -205.9% | -68.4% |
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