-71.4%
FIS vs AR
+71.8%
-143.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -25.5% | -14.3% | -11.2% | -23.7% |
| 30D | -15.1% | +1.4% | -16.5% | -15.0% |
| 3M | -32.1% | +3.4% | -35.5% | -32.3% |
| 6M | -36.1% | -2.1% | -34.0% | -35.9% |
| YTD | -55.4% | +4.7% | -60.1% | -55.9% |
| 1Y | -53.9% | +10.6% | -64.5% | -54.8% |
| 3Y | -39.8% | +24.6% | -64.3% | -43.8% |
| All | -71.4% | +71.8% | -143.2% | -74.4% |
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