+7.7%
AMT vs FIS
-55.3%
+63.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.1% |
| 7D | -2.2% | -3.5% | +1.3% | -2.0% |
| 30D | +5.8% | -19.4% | +25.2% | +5.5% |
| 3M | +12.6% | -31.6% | +44.1% | +15.5% |
| 6M | +8.3% | -32.5% | +40.8% | +11.1% |
| YTD | +11.4% | -56.0% | +67.4% | +15.9% |
| 1Y | +7.7% | -55.5% | +63.3% | +12.2% |
| All | +7.7% | -55.3% | +63.0% | +12.2% |
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