+67.9%
FIS vs AMCR
+100.2%
-32.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | -1.9% | +3.0% | +1.7% |
| 30D | -2.2% | -4.1% | +1.9% | -1.0% |
| 3M | +2.1% | +21.7% | -19.5% | -4.0% |
| 6M | -14.7% | +1.5% | -16.2% | -15.7% |
| YTD | -35.7% | +13.1% | -48.8% | -39.1% |
| 1Y | -37.1% | +13.0% | -50.0% | -40.5% |
| 3Y | -20.0% | +6.9% | -26.9% | -23.7% |
| 5Y | -62.1% | -10.5% | -51.7% | -61.8% |
| 10Y | -37.4% | +20.9% | -58.3% | -44.5% |
| All | +67.9% | +100.2% | -32.3% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling