-3.3%
FISV vs AG
+73.4%
-76.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +0.8% |
| 7D | -7.2% | -5.8% | -1.4% | -7.0% |
| 30D | -7.2% | +6.4% | -13.6% | -7.5% |
| 3M | -8.2% | +28.4% | -36.5% | -9.5% |
| 6M | -17.7% | -24.5% | +6.8% | -17.0% |
| YTD | -27.2% | +21.2% | -48.3% | -28.7% |
| 1Y | -63.0% | +114.1% | -177.1% | -65.1% |
| 3Y | -59.8% | +268.0% | -327.8% | -63.9% |
| 5Y | -55.8% | +67.3% | -123.1% | -59.2% |
| All | -3.3% | +73.4% | -76.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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