-41.0%
FIS vs AME
+27.5%
-68.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.5% | +2.8% | -6.2% | -3.3% |
| 30D | -7.8% | -6.3% | -1.6% | -8.1% |
| 3M | +0.8% | +5.4% | -4.5% | +0.3% |
| 6M | -21.9% | +7.4% | -29.3% | -22.9% |
| YTD | -39.5% | +16.2% | -55.7% | -42.2% |
| 1Y | -41.0% | +26.8% | -67.8% | -45.3% |
| All | -41.0% | +27.5% | -68.5% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling