-41.5%
FIS vs AU
+72.0%
-113.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.2% |
| 7D | -7.9% | -4.3% | -3.6% | -8.2% |
| 30D | -8.0% | +7.3% | -15.3% | -7.3% |
| 3M | +0.6% | +26.3% | -25.7% | +2.9% |
| 6M | -22.2% | +1.8% | -24.0% | -21.4% |
| YTD | -40.8% | +26.8% | -67.6% | -39.8% |
| 1Y | -41.5% | +66.7% | -108.2% | -40.2% |
| All | -41.5% | +72.0% | -113.5% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling