-60.0%
FISV vs AG
+278.6%
-338.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.4% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | -6.8% | +12.5% | -19.3% | -7.1% |
| 3M | -10.0% | +28.2% | -38.1% | -10.6% |
| 6M | -20.6% | -18.8% | -1.8% | -20.2% |
| YTD | -27.6% | +27.4% | -55.0% | -28.9% |
| 1Y | -64.3% | +132.2% | -196.5% | -66.1% |
| All | -60.0% | +278.6% | -338.6% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling