-40.9%
FIS vs AME
+425.2%
-466.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -9.1% | +1.3% | -10.4% | -9.7% |
| 30D | -10.4% | -6.6% | -3.9% | -7.3% |
| 3M | -3.7% | +3.0% | -6.7% | -6.1% |
| 6M | -24.8% | +5.3% | -30.1% | -28.2% |
| YTD | -41.6% | +15.4% | -57.0% | -47.4% |
| 1Y | -42.7% | +26.8% | -69.6% | -51.3% |
| 3Y | -26.2% | +56.5% | -82.7% | -46.3% |
| 5Y | -66.1% | +85.2% | -151.4% | -78.2% |
| 10Y | -40.9% | +428.5% | -469.4% | -76.9% |
| All | -40.9% | +425.2% | -466.1% | -76.9% |
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