+95.0%
AMT vs FIS
-40.5%
+135.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +1.9% |
| 7D | -0.2% | -3.5% | +3.3% | +0.9% |
| 30D | +1.8% | -7.8% | +9.7% | +4.4% |
| 3M | -6.2% | +0.8% | -7.0% | -6.8% |
| 6M | -5.0% | -21.9% | +16.9% | +2.2% |
| YTD | +2.1% | -39.5% | +41.5% | +18.9% |
| 1Y | -5.7% | -41.0% | +35.2% | +10.5% |
| 3Y | +7.9% | -23.6% | +31.5% | +13.0% |
| 5Y | -32.3% | -65.6% | +33.3% | -7.2% |
| 10Y | +95.0% | -40.2% | +135.2% | +118.6% |
| All | +95.0% | -40.5% | +135.5% | +118.6% |
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