-20.4%
FIS vs AR
-33.4%
+12.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -25.5% | -14.3% | -11.2% | -24.5% |
| 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% | -36.0% |
| YTD | -55.4% | +4.7% | -60.1% | -55.7% |
| 1Y | -53.9% | +10.6% | -64.5% | -54.4% |
| 3Y | -39.8% | +24.6% | -64.3% | -41.7% |
| 5Y | -71.1% | +71.9% | -143.0% | -72.9% |
| 10Y | -53.8% | +46.4% | -100.2% | -60.1% |
| All | -20.4% | -33.4% | +12.9% | -27.1% |
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