+1,894.0%
AMD vs FIS
+374.5%
+1,519.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.2% |
| 7D | +2.6% | +1.1% | +1.5% | +1.9% |
| 30D | -0.9% | -2.2% | +1.3% | -0.2% |
| 3M | -8.7% | +2.1% | -10.9% | -12.1% |
| 6M | +136.3% | -14.7% | +151.0% | +144.6% |
| YTD | +123.0% | -35.7% | +158.7% | +167.9% |
| 1Y | +195.2% | -37.1% | +232.2% | +256.3% |
| 3Y | +336.3% | -20.0% | +356.3% | +344.5% |
| 5Y | +334.5% | -62.1% | +396.6% | +541.3% |
| 10Y | +6,259.1% | -37.4% | +6,296.5% | +6,708.7% |
| All | +1,894.0% | +374.5% | +1,519.5% | +731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling