-52.4%
FIS vs AME
+444.5%
-496.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.9% |
| 7D | +2.8% | +5.9% | -3.1% | -0.3% |
| 30D | -16.7% | -1.9% | -14.8% | -15.9% |
| 3M | -32.3% | -5.4% | -26.9% | -30.5% |
| 6M | -29.1% | +4.9% | -34.0% | -31.8% |
| YTD | -54.1% | +18.5% | -72.6% | -59.3% |
| 1Y | -53.7% | +25.5% | -79.2% | -60.3% |
| 3Y | -38.8% | +63.0% | -101.9% | -56.6% |
| 5Y | -71.1% | +78.3% | -149.4% | -80.9% |
| All | -52.4% | +444.5% | -496.8% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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