-70.0%
FIS vs AUR
-34.9%
-35.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.6% | -6.1% |
| 7D | -3.5% | +19.2% | -22.7% | -4.5% |
| 30D | -7.8% | -7.8% | 0.0% | -7.5% |
| 3M | +0.8% | +4.0% | -3.2% | +0.3% |
| 6M | -21.9% | +45.0% | -66.9% | -24.2% |
| YTD | -39.5% | +69.5% | -109.0% | -41.9% |
| 1Y | -41.0% | +13.0% | -54.0% | -42.2% |
| 3Y | -23.6% | +90.4% | -114.0% | -31.6% |
| 5Y | -65.6% | -34.2% | -31.4% | -69.4% |
| All | -70.0% | -34.9% | -35.1% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling