+27.4%
FISV vs ADM
+133.7%
-106.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.9% |
| 7D | +1.4% | +4.2% | -2.8% | +0.1% |
| 30D | +38.4% | -12.8% | +51.3% | +44.2% |
| 3M | +14.9% | -8.5% | +23.4% | +17.5% |
| 6M | +21.8% | -10.9% | +32.7% | +25.1% |
| YTD | -5.0% | +29.4% | -34.5% | -15.4% |
| 1Y | -1.2% | +27.5% | -28.7% | -11.6% |
| 3Y | -47.5% | +10.3% | -57.9% | -52.1% |
| 5Y | -36.7% | +27.4% | -64.1% | -48.8% |
| All | +27.4% | +133.7% | -106.3% | -27.8% |
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