-55.3%
FIS vs AMC
-98.6%
+43.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.3% | -9.6% | -1.5% |
| 7D | -29.4% | +6.6% | -36.0% | -29.6% |
| 30D | -16.7% | +14.1% | -30.8% | -17.0% |
| 3M | -33.0% | +31.3% | -64.2% | -33.5% |
| 6M | -33.3% | +126.7% | -160.0% | -34.8% |
| YTD | -56.0% | +117.9% | -173.9% | -57.0% |
| 1Y | -54.6% | +41.1% | -95.7% | -55.2% |
| 3Y | -40.6% | -61.0% | +20.3% | -40.8% |
| 5Y | -71.9% | -99.1% | +27.2% | -71.0% |
| 10Y | -55.3% | -98.7% | +43.4% | -59.2% |
| All | -55.3% | -98.6% | +43.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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