+140.1%
AMT vs FIS
-55.0%
+195.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +1.5% |
| 7D | -2.2% | -3.5% | +1.3% | -1.3% |
| 30D | +5.8% | -19.4% | +25.2% | +10.4% |
| 3M | +12.6% | -31.6% | +44.1% | +23.4% |
| 6M | +8.3% | -32.5% | +40.8% | +19.0% |
| YTD | +11.4% | -56.0% | +67.4% | +39.7% |
| 1Y | +7.7% | -55.5% | +63.3% | +34.5% |
| 3Y | +14.8% | -41.3% | +56.1% | +27.1% |
| 5Y | -18.0% | -72.3% | +54.3% | +15.8% |
| All | +140.1% | -55.0% | +195.1% | +185.3% |
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