-38.8%
FIS vs AMCR
+14.2%
-53.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.8% | -2.4% | +5.2% | +3.4% |
| 30D | -16.7% | +3.6% | -20.3% | -17.9% |
| 3M | -32.3% | -4.2% | -28.1% | -31.8% |
| 6M | -29.1% | +15.5% | -44.6% | -31.8% |
| YTD | -54.1% | +9.7% | -63.9% | -56.1% |
| 1Y | -53.7% | +8.3% | -62.0% | -55.4% |
| 3Y | -38.8% | +15.4% | -54.2% | -44.1% |
| All | -38.8% | +14.2% | -53.1% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling