-53.7%
FIS vs AMDL
+130.1%
-183.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.6% | +21.7% | +2.9% |
| 7D | +2.8% | +37.2% | -34.4% | +5.6% |
| 30D | -16.7% | -24.0% | +7.3% | -16.8% |
| 3M | -32.3% | -1.0% | -31.3% | -30.6% |
| 6M | -29.1% | -3.2% | -25.9% | -26.5% |
| YTD | -54.1% | +232.2% | -286.4% | -51.1% |
| 1Y | -53.7% | +137.7% | -191.5% | -50.5% |
| All | -53.7% | +130.1% | -183.8% | -50.5% |
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