+0.3%
FIS vs AMC
-98.1%
+98.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.3% | -1.0% |
| 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% | +1.1% |
| 6M | -14.7% | +124.6% | -139.2% | -16.7% |
| YTD | -35.7% | +69.9% | -105.6% | -36.9% |
| 1Y | -37.1% | -2.6% | -34.5% | -37.5% |
| 3Y | -20.0% | -79.8% | +59.8% | -19.2% |
| 5Y | -62.1% | -99.4% | +37.3% | -60.1% |
| 10Y | -37.4% | -98.9% | +61.5% | -36.9% |
| All | +0.3% | -98.1% | +98.4% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling