-29.1%
FIS vs AMP
+11.8%
-40.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.0% |
| 7D | +2.8% | +3.9% | -1.1% | +2.2% |
| 30D | -16.7% | +5.1% | -21.8% | -18.2% |
| 3M | -32.3% | -8.7% | -23.6% | -27.6% |
| 6M | -29.1% | +11.4% | -40.5% | -33.1% |
| All | -29.1% | +11.8% | -40.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 6mo: compounded portfolio wealth divided by compounded AMP 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…
6mo analysis · Full analysis span regression · 6 months rolling