-66.1%
FIS vs AMCR
-10.2%
-55.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.3% |
| 7D | -9.1% | -6.3% | -2.8% | -6.5% |
| 30D | -10.4% | -7.1% | -3.3% | -7.6% |
| 3M | -3.7% | +12.7% | -16.4% | -8.4% |
| 6M | -24.8% | +5.2% | -29.9% | -26.9% |
| YTD | -41.6% | +8.1% | -49.6% | -44.9% |
| 1Y | -42.7% | +11.7% | -54.5% | -47.1% |
| 3Y | -26.2% | +9.9% | -36.1% | -34.0% |
| 5Y | -66.1% | -8.7% | -57.5% | -66.6% |
| All | -66.1% | -10.2% | -55.9% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling