-40.2%
FIS vs ARWR
+1,075.6%
-1,115.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.8% |
| 7D | -3.5% | +2.9% | -6.3% | -3.7% |
| 30D | -7.8% | -2.9% | -4.9% | -7.6% |
| 3M | +0.8% | +15.2% | -14.4% | -0.9% |
| 6M | -21.9% | +42.3% | -64.2% | -25.0% |
| YTD | -39.5% | +28.2% | -67.7% | -41.4% |
| 1Y | -41.0% | +213.2% | -254.2% | -48.1% |
| 3Y | -23.6% | +184.6% | -208.3% | -35.1% |
| 5Y | -65.6% | +29.2% | -94.9% | -69.5% |
| 10Y | -40.2% | +1,012.5% | -1,052.8% | -56.2% |
| All | -40.2% | +1,075.6% | -1,115.8% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling