-53.4%
FIS vs AMDL
+119.6%
-173.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +14.3% | -7.6% | +6.9% |
| 7D | +1.5% | +18.5% | -17.0% | +2.0% |
| 30D | -11.8% | -24.2% | +12.4% | -11.7% |
| 3M | -28.5% | +11.5% | -40.0% | -28.2% |
| 6M | -27.0% | -1.0% | -26.0% | -27.0% |
| YTD | -53.1% | +260.3% | -313.4% | -55.2% |
| 1Y | -52.8% | +178.2% | -230.9% | -54.5% |
| All | -53.4% | +119.6% | -173.0% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling