+313.3%
FISV vs AG
+445.6%
-132.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | -0.3% | +1.0% | -1.4% | -0.4% |
| 30D | -2.1% | +19.2% | -21.2% | -3.3% |
| 3M | -5.7% | +6.2% | -11.9% | -6.5% |
| 6M | -15.3% | -26.7% | +11.3% | -14.3% |
| YTD | -21.1% | +26.1% | -47.2% | -23.6% |
| 1Y | -61.1% | +131.7% | -192.7% | -64.1% |
| 3Y | -56.8% | +255.3% | -312.2% | -62.3% |
| 5Y | -54.2% | +61.9% | -116.1% | -58.5% |
| 10Y | +1.6% | +72.0% | -70.4% | -13.9% |
| All | +313.3% | +445.6% | -132.4% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling