-58.4%
FISV vs AMDL
+92.1%
-150.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.3% |
| 7D | +8.4% | +5.4% | +3.0% | +8.6% |
| 30D | +38.8% | -36.6% | +75.4% | +38.5% |
| 3M | +21.3% | -1.0% | +22.2% | +21.3% |
| 6M | +14.1% | -12.1% | +26.2% | +13.5% |
| YTD | -5.7% | +215.1% | -220.8% | -10.5% |
| 1Y | -0.8% | +130.4% | -131.1% | -5.0% |
| All | -58.4% | +92.1% | -150.5% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling