+7,765.4%
AMD vs FIS
-53.2%
+7,818.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -12.9% | -10.3% |
| 7D | +18.9% | +2.8% | +16.1% | +17.2% |
| 30D | -6.4% | -16.7% | +10.3% | -3.2% |
| 3M | +10.6% | -32.3% | +42.9% | +23.7% |
| 6M | +19.9% | -29.1% | +48.9% | +28.4% |
| YTD | +149.4% | -54.1% | +203.5% | +225.0% |
| 1Y | +115.4% | -53.7% | +169.1% | +179.0% |
| 3Y | +357.3% | -38.8% | +396.1% | +390.2% |
| 5Y | +261.1% | -71.1% | +332.2% | +478.3% |
| All | +7,765.4% | -53.2% | +7,818.6% | +7,136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling