-30.4%
FIS vs AMC
-97.7%
+67.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -32.1% | +22.2% | -54.3% | -32.6% |
| 6M | -36.1% | +91.5% | -127.5% | -37.4% |
| YTD | -55.4% | +101.3% | -156.7% | -56.4% |
| 1Y | -53.9% | +20.8% | -74.7% | -54.5% |
| 3Y | -39.8% | -71.3% | +31.6% | -39.6% |
| 5Y | -71.1% | -99.2% | +28.1% | -69.8% |
| 10Y | -53.8% | -98.7% | +44.9% | -53.4% |
| All | -30.4% | -97.7% | +67.3% | -38.9% |
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