-17.4%
FIS vs AME
+54.4%
-71.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -2.2% | -6.7% | +4.5% | -0.8% |
| 3M | +2.1% | +4.1% | -1.9% | +0.7% |
| 6M | -14.7% | +1.6% | -16.2% | -15.6% |
| YTD | -35.7% | +16.1% | -51.8% | -39.4% |
| 1Y | -37.1% | +27.3% | -64.4% | -42.7% |
| All | -17.4% | +54.4% | -71.8% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling