+1,291.2%
AMT vs FIS
+224.7%
+1,066.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +0.4% | -29.4% | +29.8% | +12.0% |
| 30D | +3.7% | -16.7% | +20.5% | +8.5% |
| 3M | +10.7% | -33.0% | +43.7% | +25.3% |
| 6M | +9.3% | -33.3% | +42.6% | +23.5% |
| YTD | +10.9% | -56.0% | +66.9% | +45.7% |
| 1Y | +10.5% | -54.6% | +65.1% | +43.2% |
| 3Y | +15.5% | -40.6% | +56.2% | +31.2% |
| 5Y | -20.6% | -71.9% | +51.4% | +15.3% |
| 10Y | +124.5% | -55.3% | +179.9% | +157.8% |
| All | +1,291.2% | +224.7% | +1,066.4% | +585.4% |
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