+348.4%
FIS vs AU
+790.3%
-441.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.8% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -7.8% | +12.8% | -20.6% | -8.6% |
| 3M | +0.8% | +28.5% | -27.6% | -1.1% |
| 6M | -21.9% | +4.8% | -26.7% | -22.7% |
| YTD | -39.5% | +31.0% | -70.4% | -41.3% |
| 1Y | -41.0% | +81.4% | -122.4% | -44.2% |
| 3Y | -23.6% | +618.4% | -642.0% | -36.0% |
| 5Y | -65.6% | +686.3% | -751.9% | -71.8% |
| 10Y | -40.2% | +664.5% | -704.7% | -53.0% |
| All | +348.4% | +790.3% | -441.9% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling