-40.6%
FIS vs AMCR
+14.6%
-55.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.8% |
| 7D | -7.9% | -6.3% | -1.6% | -5.4% |
| 30D | -8.0% | -7.8% | -0.2% | -4.9% |
| 3M | +0.6% | +7.5% | -6.9% | -2.3% |
| 6M | -22.2% | +2.7% | -24.9% | -23.8% |
| YTD | -40.8% | +6.0% | -46.8% | -43.4% |
| 1Y | -41.5% | +7.8% | -49.3% | -44.6% |
| 3Y | -25.5% | +5.8% | -31.3% | -30.1% |
| 5Y | -64.8% | -11.6% | -53.2% | -64.2% |
| All | -40.6% | +14.6% | -55.2% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling