+1,180.5%
AMT vs FIS
+374.5%
+806.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.7% |
| 30D | +4.6% | -2.2% | +6.8% | +5.4% |
| 3M | -8.4% | +2.1% | -10.6% | -9.6% |
| 6M | -6.0% | -14.7% | +8.6% | -1.0% |
| YTD | +2.1% | -35.7% | +37.8% | +19.3% |
| 1Y | -6.4% | -37.1% | +30.7% | +9.9% |
| 3Y | +8.1% | -20.0% | +28.1% | +12.5% |
| 5Y | -31.9% | -62.1% | +30.2% | -9.4% |
| 10Y | +97.1% | -37.4% | +134.5% | +104.7% |
| All | +1,180.5% | +374.5% | +806.0% | +461.0% |
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