+376.5%
FIS vs AME
+6,368.7%
-5,992.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.7% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | -2.2% | -6.7% | +4.5% | +1.1% |
| 3M | +2.1% | +4.1% | -1.9% | -0.7% |
| 6M | -14.7% | +1.6% | -16.2% | -16.8% |
| YTD | -35.7% | +16.1% | -51.8% | -41.7% |
| 1Y | -37.1% | +27.3% | -64.4% | -45.8% |
| 3Y | -20.0% | +50.9% | -70.9% | -38.4% |
| 5Y | -62.1% | +81.4% | -143.5% | -73.8% |
| 10Y | -37.4% | +417.0% | -454.3% | -75.4% |
| All | +376.5% | +6,368.7% | -5,992.2% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling