-3.3%
FISV vs ADM
+178.5%
-181.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -7.2% | +3.0% | -10.2% | -8.1% |
| 30D | -7.2% | +8.7% | -15.9% | -9.9% |
| 3M | -8.2% | +7.6% | -15.8% | -10.8% |
| 6M | -17.7% | +26.9% | -44.6% | -25.0% |
| YTD | -27.2% | +54.3% | -81.4% | -38.3% |
| 1Y | -63.0% | +45.7% | -108.6% | -68.0% |
| 3Y | -59.8% | +21.9% | -81.7% | -63.9% |
| 5Y | -55.8% | +67.2% | -122.9% | -67.6% |
| All | -3.3% | +178.5% | -181.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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