+1,170.8%
AMAT vs FISV
+29.5%
+1,141.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -14.7% | +25.7% | -40.4% | -21.6% |
| 30D | -36.1% | +38.8% | -74.9% | -43.6% |
| 3M | -36.9% | +16.2% | -53.1% | -41.0% |
| 6M | -22.2% | +12.1% | -34.3% | -28.2% |
| YTD | +29.9% | -6.4% | +36.3% | +27.9% |
| 1Y | +43.3% | +2.0% | +41.2% | +35.2% |
| 3Y | +142.7% | -47.4% | +190.1% | +147.0% |
| 5Y | +126.2% | -37.3% | +163.6% | +97.3% |
| All | +1,170.8% | +29.5% | +1,141.3% | +530.1% |
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