-18.5%
FIS vs AMC
-79.6%
+61.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.3% | -1.1% |
| 7D | +1.1% | +2.3% | -1.2% | +1.0% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +2.1% | +35.2% | -33.1% | +0.4% |
| 6M | -14.7% | +124.6% | -139.2% | -17.9% |
| YTD | -35.7% | +69.9% | -105.6% | -37.6% |
| 1Y | -37.1% | -2.6% | -34.5% | -38.1% |
| All | -18.5% | -79.6% | +61.1% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling