-51.1%
FIS vs AUR
-17.4%
-33.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.4% | -19.2% | -23.4% |
| 7D | -18.4% | -19.8% | +1.4% | -17.7% |
| 30D | -11.4% | -29.0% | +17.7% | -10.0% |
| 3M | -32.0% | -43.6% | +11.6% | -30.2% |
| 6M | -35.6% | -36.6% | +1.0% | -34.8% |
| YTD | -53.8% | +6.3% | -60.0% | -54.9% |
| 1Y | -51.1% | -9.0% | -42.0% | -52.6% |
| All | -51.1% | -17.4% | -33.7% | -52.6% |
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