-5.7%
AMT vs FIS
-40.6%
+34.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +1.0% |
| 7D | -0.2% | -3.5% | +3.3% | +0.4% |
| 30D | +1.8% | -7.8% | +9.7% | +3.3% |
| 3M | -6.2% | +0.8% | -7.0% | -6.0% |
| 6M | -5.0% | -21.9% | +16.9% | -3.2% |
| YTD | +2.1% | -39.5% | +41.5% | +8.3% |
| 1Y | -5.7% | -41.0% | +35.2% | -0.1% |
| All | -5.7% | -40.6% | +34.8% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling