-40.6%
FIS vs AU
+699.0%
-739.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -7.9% | -4.3% | -3.6% | -7.8% |
| 30D | -8.0% | +7.3% | -15.3% | -8.2% |
| 3M | +0.6% | +26.3% | -25.7% | -0.1% |
| 6M | -22.2% | +1.8% | -24.0% | -22.4% |
| YTD | -40.8% | +26.8% | -67.6% | -41.6% |
| 1Y | -41.5% | +66.7% | -108.2% | -43.1% |
| 3Y | -25.5% | +579.1% | -604.6% | -33.1% |
| 5Y | -64.8% | +689.3% | -754.1% | -68.9% |
| All | -40.6% | +699.0% | -739.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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