-40.7%
FIS vs AMCR
+16.5%
-57.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -8.9% | -5.0% | -3.9% | -7.0% |
| 30D | -9.9% | -8.0% | -1.9% | -6.8% |
| 3M | 0.0% | +14.3% | -14.3% | -5.3% |
| 6M | -22.9% | +5.3% | -28.2% | -25.2% |
| YTD | -40.9% | +7.7% | -48.6% | -43.9% |
| 1Y | -40.4% | +10.8% | -51.3% | -44.2% |
| 3Y | -25.4% | +9.6% | -34.9% | -31.1% |
| 5Y | -64.8% | -10.2% | -54.6% | -64.5% |
| All | -40.7% | +16.5% | -57.1% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling