-52.4%
FIS vs AMC
-98.8%
+46.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.2% |
| 7D | +2.8% | +3.5% | -0.7% | +2.7% |
| 30D | -16.7% | +12.5% | -29.2% | -17.0% |
| 3M | -32.3% | +23.6% | -55.9% | -32.7% |
| 6M | -29.1% | +144.4% | -173.4% | -30.7% |
| YTD | -54.1% | +108.3% | -162.5% | -55.1% |
| 1Y | -53.7% | +38.9% | -92.6% | -54.4% |
| 3Y | -38.8% | -58.9% | +20.0% | -39.1% |
| 5Y | -71.1% | -99.2% | +28.1% | -70.1% |
| All | -52.4% | -98.8% | +46.4% | -55.8% |
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