+11,131.7%
FISV vs AA
+295.2%
+10,836.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -2.1% | +5.0% | -7.0% | -3.4% |
| 3M | -5.7% | -35.8% | +30.1% | +2.6% |
| 6M | -15.3% | -18.4% | +3.1% | -13.6% |
| YTD | -21.1% | -5.5% | -15.6% | -22.6% |
| 1Y | -61.1% | +61.0% | -122.0% | -66.3% |
| 3Y | -56.8% | +66.2% | -123.1% | -65.0% |
| 5Y | -54.2% | +11.4% | -65.6% | -62.4% |
| 10Y | +1.6% | +116.9% | -115.3% | -41.0% |
| All | +11,131.7% | +295.2% | +10,836.5% | +4,859.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling