-37.1%
FIS vs AUR
+11.8%
-48.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.1% | +8.7% | -7.7% | +0.6% |
| 30D | -2.2% | -5.2% | +3.0% | -2.1% |
| 3M | +2.1% | -7.3% | +9.5% | +2.3% |
| 6M | -14.7% | +41.2% | -55.9% | -17.9% |
| YTD | -35.7% | +65.1% | -100.8% | -38.2% |
| 1Y | -37.1% | +13.4% | -50.5% | -39.4% |
| All | -37.1% | +11.8% | -48.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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