+311.3%
ARM vs FISV
-58.3%
+369.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.8% | +4.4% |
| 7D | +11.4% | -1.6% | +12.9% | +11.6% |
| 30D | -7.4% | -3.0% | -4.5% | -7.1% |
| 3M | -24.5% | -3.5% | -21.0% | -24.6% |
| 6M | +128.7% | -19.4% | +148.0% | +136.7% |
| YTD | +139.3% | -24.3% | +163.5% | +150.6% |
| 1Y | +88.0% | -62.4% | +150.3% | +124.8% |
| All | +311.3% | -58.3% | +369.6% | +233.5% |
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 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