+14.7%
FIS vs AR
-27.2%
+41.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | -2.2% | +14.8% | -17.0% | -3.3% |
| 3M | +2.1% | +6.2% | -4.1% | +1.6% |
| 6M | -14.7% | +4.3% | -19.0% | -15.1% |
| YTD | -35.7% | +14.4% | -50.1% | -36.6% |
| 1Y | -37.1% | +21.3% | -58.4% | -38.3% |
| 3Y | -20.0% | +39.8% | -59.8% | -23.4% |
| 5Y | -62.1% | +142.1% | -204.2% | -65.3% |
| 10Y | -37.4% | +52.0% | -89.4% | -46.1% |
| All | +14.7% | -27.2% | +41.9% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling