-51.1%
FIS vs AMDL
+108.7%
-159.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.7% | -25.4% | -23.5% |
| 7D | -18.4% | -30.7% | +12.3% | -20.1% |
| 30D | -11.4% | -43.8% | +32.4% | -14.0% |
| 3M | -32.0% | -24.5% | -7.5% | -32.2% |
| 6M | -35.6% | +44.7% | -80.3% | -33.8% |
| YTD | -53.8% | +204.0% | -257.8% | -51.9% |
| 1Y | -51.1% | +109.1% | -160.1% | -48.9% |
| All | -51.1% | +108.7% | -159.7% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling