-55.5%
FIS vs ARWR
+1,055.7%
-1,111.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -27.4% | -17.7% | -9.7% | -26.3% |
| 30D | -16.8% | -21.9% | +5.1% | -15.2% |
| 3M | -32.6% | -44.5% | +11.9% | -29.3% |
| 6M | -33.4% | -32.6% | -0.8% | -31.7% |
| YTD | -56.0% | -26.2% | -29.9% | -55.5% |
| 1Y | -55.1% | +23.0% | -78.0% | -57.0% |
| 3Y | -41.4% | +81.8% | -123.2% | -48.5% |
| 5Y | -72.7% | -36.0% | -36.6% | -74.3% |
| 10Y | -55.5% | +1,039.5% | -1,095.0% | -66.8% |
| All | -55.5% | +1,055.7% | -1,111.1% | -66.8% |
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