-62.2%
FIS vs AME
+82.5%
-144.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | -2.2% | -6.7% | +4.5% | +0.3% |
| 3M | +2.1% | +4.1% | -1.9% | -0.2% |
| 6M | -14.7% | +1.6% | -16.2% | -16.3% |
| YTD | -35.7% | +16.1% | -51.8% | -41.0% |
| 1Y | -37.1% | +27.3% | -64.4% | -45.0% |
| 3Y | -20.0% | +50.9% | -70.9% | -37.8% |
| All | -62.2% | +82.5% | -144.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling