+301.8%
AMD vs FISV
-47.3%
+349.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +11.0% |
| 7D | -11.0% | +25.7% | -36.8% | -10.6% |
| 30D | -30.5% | +38.8% | -69.3% | -30.0% |
| 3M | -8.2% | +16.2% | -24.4% | -7.6% |
| 6M | +6.6% | +12.1% | -5.5% | +7.7% |
| YTD | +109.7% | -6.4% | +116.1% | +114.9% |
| 1Y | +88.9% | +2.0% | +86.9% | +91.5% |
| 3Y | +301.8% | -47.4% | +349.3% | +244.5% |
| All | +301.8% | -47.3% | +349.2% | +244.5% |
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