-18.6%
FIS vs AR
-32.8%
+14.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 7D | -21.2% | -11.7% | -9.5% | -20.3% |
| 30D | -12.1% | +1.8% | -13.9% | -12.1% |
| 3M | -30.6% | +6.0% | -36.6% | -30.9% |
| 6M | -35.5% | -7.0% | -28.5% | -35.2% |
| YTD | -54.4% | +5.6% | -59.9% | -54.7% |
| 1Y | -52.9% | +10.8% | -63.7% | -53.4% |
| 3Y | -38.7% | +19.3% | -58.0% | -40.4% |
| 5Y | -70.4% | +73.3% | -143.8% | -72.3% |
| 10Y | -52.8% | +47.6% | -100.4% | -59.2% |
| All | -18.6% | -32.8% | +14.2% | -25.4% |
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