-52.8%
FIS vs AMDL
+168.6%
-221.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +14.3% | -7.6% | +7.6% |
| 7D | +1.5% | +18.5% | -17.0% | +3.6% |
| 30D | -11.8% | -24.2% | +12.4% | -12.1% |
| 3M | -28.5% | +11.5% | -40.0% | -26.4% |
| 6M | -27.0% | -1.0% | -26.0% | -24.4% |
| YTD | -53.1% | +260.3% | -313.4% | -50.0% |
| 1Y | -52.8% | +178.2% | -230.9% | -49.6% |
| All | -52.8% | +168.6% | -221.3% | -49.6% |
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