-39.8%
FIS vs AMC
-71.5%
+31.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -2.3% |
| 7D | -25.5% | +2.6% | -28.1% | -25.6% |
| 30D | -15.1% | +9.0% | -24.1% | -15.5% |
| 3M | -32.1% | +22.2% | -54.3% | -32.9% |
| 6M | -36.1% | +91.5% | -127.5% | -38.3% |
| YTD | -55.4% | +101.3% | -156.7% | -57.2% |
| 1Y | -53.9% | +20.8% | -74.7% | -55.1% |
| 3Y | -39.8% | -71.3% | +31.6% | -31.7% |
| All | -39.8% | -71.5% | +31.7% | -31.7% |
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