-63.2%
FIS vs AMRZ
-15.6%
-47.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.6% | -1.6% |
| 7D | -29.4% | -1.1% | -28.3% | -29.3% |
| 30D | -16.7% | +18.3% | -35.0% | -19.1% |
| 3M | -33.0% | -8.0% | -25.0% | -32.3% |
| 6M | -33.3% | -18.7% | -14.7% | -31.8% |
| YTD | -56.0% | -19.8% | -36.2% | -55.2% |
| 1Y | -54.6% | -12.3% | -42.3% | -54.6% |
| All | -63.2% | -15.6% | -47.7% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling