-53.7%
FIS vs AMC
+33.2%
-86.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.3% |
| 7D | +2.8% | +3.5% | -0.7% | +2.6% |
| 30D | -16.7% | +12.5% | -29.2% | -17.6% |
| 3M | -32.3% | +23.6% | -55.9% | -33.7% |
| 6M | -29.1% | +144.4% | -173.4% | -36.3% |
| YTD | -54.1% | +108.3% | -162.5% | -58.4% |
| 1Y | -53.7% | +38.9% | -92.6% | -56.2% |
| All | -53.7% | +33.2% | -86.9% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling