-49.7%
FIS vs AS
+133.7%
-183.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.0% |
| 7D | -21.2% | +7.1% | -28.3% | -21.9% |
| 30D | -12.1% | +12.8% | -24.9% | -13.5% |
| 3M | -30.6% | -14.7% | -15.9% | -29.5% |
| 6M | -35.5% | -9.9% | -25.5% | -35.0% |
| YTD | -54.4% | -16.1% | -38.2% | -53.7% |
| 1Y | -52.9% | +0.2% | -53.0% | -53.2% |
| All | -49.7% | +133.7% | -183.5% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling