-53.7%
FIS vs AS
-3.7%
-50.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.2% |
| 7D | +2.8% | -4.9% | +7.7% | +3.1% |
| 30D | -16.7% | +3.9% | -20.6% | -17.5% |
| 3M | -32.3% | -9.6% | -22.7% | -31.8% |
| 6M | -29.1% | -8.7% | -20.4% | -28.7% |
| YTD | -54.1% | -19.8% | -34.3% | -52.7% |
| 1Y | -53.7% | -1.5% | -52.2% | -51.4% |
| All | -53.7% | -3.7% | -50.0% | -51.4% |
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