-64.8%
FIS vs AUR
-36.2%
-28.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.3% |
| 7D | -8.9% | +0.2% | -9.1% | -8.9% |
| 30D | -9.9% | -8.9% | -1.0% | -9.5% |
| 3M | 0.0% | +4.6% | -4.7% | -0.6% |
| 6M | -22.9% | +44.9% | -67.7% | -25.2% |
| YTD | -40.9% | +64.8% | -105.7% | -43.2% |
| 1Y | -40.4% | +16.4% | -56.8% | -41.7% |
| 3Y | -25.4% | +85.1% | -110.4% | -33.0% |
| 5Y | -64.8% | -36.1% | -28.7% | -69.3% |
| All | -64.8% | -36.2% | -28.6% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling