+11,131.7%
FISV vs ADM
+1,908.9%
+9,222.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | +3.8% | -4.1% | -1.4% |
| 30D | -2.1% | +9.8% | -11.8% | -4.6% |
| 3M | -5.7% | +2.1% | -7.9% | -6.6% |
| 6M | -15.3% | +27.5% | -42.8% | -21.4% |
| YTD | -21.1% | +50.2% | -71.3% | -30.0% |
| 1Y | -61.1% | +40.6% | -101.7% | -64.9% |
| 3Y | -56.8% | +17.2% | -74.1% | -60.2% |
| 5Y | -54.2% | +61.9% | -116.1% | -61.9% |
| 10Y | +1.6% | +159.3% | -157.7% | -26.5% |
| All | +11,131.7% | +1,908.9% | +9,222.8% | +5,016.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling