+10,269.2%
FISV vs AFL
+18,431.1%
-8,161.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.2% | -3.3% | -3.9% | -6.2% |
| 30D | -7.2% | -5.0% | -2.2% | -5.6% |
| 3M | -8.2% | -1.8% | -6.4% | -7.6% |
| 6M | -17.7% | +4.8% | -22.5% | -19.0% |
| YTD | -27.2% | +5.4% | -32.6% | -28.5% |
| 1Y | -63.0% | +9.0% | -72.0% | -64.0% |
| 3Y | -59.8% | +63.0% | -122.8% | -65.9% |
| 5Y | -55.8% | +134.5% | -190.3% | -66.8% |
| 10Y | -2.4% | +298.6% | -301.0% | -38.8% |
| All | +10,269.2% | +18,431.1% | -8,161.9% | +2,167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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