-1.2%
FISV vs AA
-0.3%
-0.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +3.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.5% |
| 30D | +38.4% | -0.6% | +39.0% | +38.4% |
| 3M | +14.9% | -19.7% | +34.6% | +14.5% |
| 6M | +21.8% | -41.6% | +63.4% | +22.5% |
| YTD | -5.0% | -24.6% | +19.6% | -7.0% |
| 1Y | -1.2% | +4.9% | -6.0% | -10.8% |
| All | -1.2% | -0.3% | -0.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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