-58.0%
FISV vs AMDL
+119.6%
-177.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.3% | -13.4% | +1.0% |
| 7D | +3.0% | +18.5% | -15.5% | +3.3% |
| 30D | +38.8% | -24.2% | +63.0% | +38.7% |
| 3M | +21.2% | +11.5% | +9.7% | +21.4% |
| 6M | +17.5% | -1.0% | +18.5% | +17.0% |
| YTD | -4.9% | +260.3% | -265.1% | -9.6% |
| 1Y | -0.6% | +178.2% | -178.7% | -4.8% |
| All | -58.0% | +119.6% | -177.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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