+226.1%
FIS vs AME
+6,392.3%
-6,166.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -3.5% |
| 7D | -29.4% | -1.5% | -27.9% | -28.6% |
| 30D | -16.7% | -4.2% | -12.6% | -15.0% |
| 3M | -33.0% | -5.9% | -27.0% | -31.1% |
| 6M | -33.3% | +2.8% | -36.1% | -35.1% |
| YTD | -56.0% | +16.6% | -72.6% | -60.3% |
| 1Y | -54.6% | +22.1% | -76.7% | -60.0% |
| 3Y | -40.6% | +64.7% | -105.3% | -56.5% |
| 5Y | -71.9% | +76.6% | -148.5% | -80.3% |
| 10Y | -55.3% | +443.9% | -499.2% | -82.9% |
| All | +226.1% | +6,392.3% | -6,166.2% | -60.9% |
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 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