-37.1%
FIS vs AS
-21.9%
-15.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.3% |
| 7D | +1.1% | -4.9% | +6.0% | +1.7% |
| 30D | -2.2% | -19.6% | +17.4% | +0.2% |
| 3M | +2.1% | -14.4% | +16.5% | +3.8% |
| 6M | -14.7% | -20.1% | +5.5% | -12.4% |
| YTD | -35.7% | -20.9% | -14.8% | -33.7% |
| 1Y | -37.1% | -21.9% | -15.2% | -33.6% |
| All | -37.1% | -21.9% | -15.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling