-51.6%
FIS vs AS
+137.8%
-189.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | -27.4% | +4.5% | -31.9% | -27.9% |
| 30D | -16.8% | +13.2% | -30.1% | -18.2% |
| 3M | -32.6% | -11.9% | -20.7% | -31.9% |
| 6M | -33.4% | -11.6% | -21.8% | -32.7% |
| YTD | -56.0% | -14.7% | -41.3% | -55.5% |
| 1Y | -55.1% | +5.7% | -60.8% | -55.6% |
| All | -51.6% | +137.8% | -189.4% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling