-60.0%
FISV vs ADM
+20.9%
-81.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.8% | -4.5% |
| 7D | -6.4% | +1.4% | -7.8% | -6.5% |
| 30D | -6.8% | +8.2% | -15.0% | -7.3% |
| 3M | -10.0% | +8.7% | -18.7% | -10.6% |
| 6M | -20.6% | +29.1% | -49.7% | -22.5% |
| YTD | -27.6% | +53.7% | -81.2% | -30.8% |
| 1Y | -64.3% | +43.2% | -107.6% | -65.6% |
| All | -60.0% | +20.9% | -81.0% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling