+107.0%
FIS vs AMP
+1,967.6%
-1,860.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.7% |
| 7D | +2.8% | +3.9% | -1.1% | +1.3% |
| 30D | -16.7% | +5.1% | -21.8% | -18.9% |
| 3M | -32.3% | -8.7% | -23.6% | -30.3% |
| 6M | -29.1% | +11.4% | -40.5% | -32.6% |
| YTD | -54.1% | +7.3% | -61.5% | -55.9% |
| 1Y | -53.7% | +14.6% | -68.3% | -56.7% |
| 3Y | -38.8% | +61.2% | -100.1% | -50.9% |
| 5Y | -71.1% | +81.0% | -152.1% | -78.0% |
| 10Y | -53.1% | +468.0% | -521.1% | -78.6% |
| All | +107.0% | +1,967.6% | -1,860.6% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling