+20.3%
ARM vs FISV
-0.6%
+20.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.8% |
| 7D | -5.3% | +22.3% | -27.6% | -3.4% |
| 30D | -30.0% | +39.2% | -69.2% | -27.8% |
| 3M | -34.1% | +21.2% | -55.3% | -32.0% |
| 6M | -12.6% | +14.5% | -27.1% | -7.8% |
| YTD | +70.4% | -5.4% | +75.9% | +81.2% |
| All | +20.3% | -0.6% | +20.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling