-60.0%
FISV vs AA
+82.1%
-142.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -4.2% |
| 7D | -6.4% | -0.6% | -5.8% | -6.4% |
| 30D | -6.8% | -1.6% | -5.3% | -6.8% |
| 3M | -10.0% | -29.8% | +19.8% | -7.3% |
| 6M | -20.6% | -16.6% | -4.0% | -20.0% |
| YTD | -27.6% | -4.0% | -23.5% | -28.5% |
| 1Y | -64.3% | +63.5% | -127.8% | -67.0% |
| All | -60.0% | +82.1% | -142.1% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling