-59.6%
FISV vs AMDL
+145.7%
-205.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +11.9% | -15.6% | -3.6% |
| 7D | -2.0% | +103.5% | -105.5% | -1.2% |
| 30D | +31.8% | -18.3% | +50.1% | +31.9% |
| 3M | +19.3% | +20.1% | -0.8% | +19.6% |
| 6M | +12.1% | +15.9% | -3.8% | +11.6% |
| YTD | -8.4% | +303.0% | -311.5% | -12.9% |
| 1Y | -4.5% | +164.0% | -168.5% | -7.9% |
| All | -59.6% | +145.7% | -205.2% | -64.3% |
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