+7,765.4%
AMD vs FISV
+26.5%
+7,738.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.7% | -12.5% | -10.0% |
| 7D | +18.9% | +1.4% | +17.5% | +18.2% |
| 30D | -6.4% | +38.4% | -44.9% | -17.1% |
| 3M | +10.6% | +14.9% | -4.3% | +4.0% |
| 6M | +19.9% | +21.8% | -1.9% | +7.7% |
| YTD | +149.4% | -5.0% | +154.4% | +143.7% |
| 1Y | +115.4% | -1.2% | +116.5% | +106.4% |
| 3Y | +357.3% | -47.5% | +404.8% | +378.7% |
| 5Y | +261.1% | -36.7% | +297.9% | +230.8% |
| All | +7,765.4% | +26.5% | +7,738.9% | +3,938.3% |
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