-29.9%
FIS vs AMIX
-99.9%
+70.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | +1.1% | -13.7% | +14.8% | +1.1% |
| 30D | -2.2% | -62.1% | +59.8% | -2.1% |
| 3M | +2.1% | -46.2% | +48.3% | +2.2% |
| 6M | -14.7% | -46.4% | +31.8% | -14.6% |
| YTD | -35.7% | -60.3% | +24.6% | -35.7% |
| 1Y | -37.1% | -79.7% | +42.6% | -37.0% |
| All | -29.9% | -99.9% | +70.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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