+358.7%
ALAB vs FISV
-68.2%
+426.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.3% |
| 7D | +0.6% | -7.2% | +7.8% | +0.3% |
| 30D | -8.8% | -7.2% | -1.6% | -9.0% |
| 3M | -14.0% | -8.2% | -5.8% | -13.9% |
| 6M | +144.3% | -17.7% | +162.0% | +144.7% |
| YTD | +71.0% | -27.2% | +98.2% | +72.2% |
| 1Y | +23.5% | -63.0% | +86.5% | +27.9% |
| All | +358.7% | -68.2% | +426.9% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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