-26.5%
FIS vs AMCR
+8.5%
-35.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.7% |
| 7D | -9.1% | -6.3% | -2.8% | -7.4% |
| 30D | -10.4% | -7.1% | -3.3% | -8.6% |
| 3M | -3.7% | +12.7% | -16.4% | -6.5% |
| 6M | -24.8% | +5.2% | -29.9% | -25.7% |
| YTD | -41.6% | +8.1% | -49.6% | -43.7% |
| 1Y | -42.7% | +11.7% | -54.5% | -45.6% |
| All | -26.5% | +8.5% | -35.0% | -32.3% |
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