-49.4%
FIS vs AMRZ
-17.3%
-32.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -5.2% |
| 7D | -3.5% | -2.0% | -1.4% | -3.1% |
| 30D | -7.8% | -9.8% | +2.0% | -6.4% |
| 3M | +0.8% | -17.2% | +18.1% | +3.1% |
| 6M | -21.9% | -26.9% | +5.0% | -18.7% |
| YTD | -39.5% | -21.5% | -18.0% | -38.1% |
| 1Y | -41.0% | -22.9% | -18.1% | -38.9% |
| All | -49.4% | -17.3% | -32.2% | -48.8% |
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