-63.2%
FIS vs AMRZ
-19.3%
-43.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.9% | -4.2% | -5.9% |
| 7D | -3.5% | -4.0% | +0.5% | -3.1% |
| 30D | -19.4% | +12.4% | -31.8% | -21.2% |
| 3M | -31.6% | -11.5% | -20.1% | -30.6% |
| 6M | -32.5% | -21.6% | -10.9% | -30.7% |
| YTD | -56.0% | -23.4% | -32.6% | -55.0% |
| 1Y | -55.5% | -17.2% | -38.4% | -55.2% |
| All | -63.2% | -19.3% | -43.9% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling