-55.0%
FIS vs AMDL
+127.5%
-182.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.8% | -28.1% | +0.5% |
| 7D | -29.4% | +10.3% | -39.7% | -28.2% |
| 30D | -16.7% | -38.3% | +21.5% | -18.1% |
| 3M | -33.0% | -8.7% | -24.3% | -31.8% |
| 6M | -33.3% | -14.4% | -19.0% | -31.6% |
| YTD | -56.0% | +206.9% | -262.9% | -53.4% |
| All | -55.0% | +127.5% | -182.5% | -52.5% |
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