+153.3%
AMAT vs FISV
-47.4%
+200.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.5% | -2.5% |
| 7D | +11.4% | +1.4% | +9.9% | +11.5% |
| 30D | -17.0% | +38.4% | -55.5% | -15.4% |
| 3M | -30.6% | +14.9% | -45.5% | -29.7% |
| 6M | -14.9% | +21.8% | -36.7% | -13.6% |
| YTD | +44.7% | -5.0% | +49.7% | +48.8% |
| 1Y | +66.9% | -1.2% | +68.1% | +71.1% |
| 3Y | +153.3% | -47.5% | +200.8% | +102.8% |
| All | +153.3% | -47.4% | +200.7% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling