+397.3%
FISV vs AG
+255.2%
+142.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.9% |
| 7D | +1.4% | -10.0% | +11.4% | +2.1% |
| 30D | +38.4% | -10.5% | +48.9% | +39.2% |
| 3M | +14.9% | -27.3% | +42.2% | +16.9% |
| 6M | +21.8% | -43.0% | +64.8% | +25.2% |
| YTD | -5.0% | -17.9% | +12.9% | -5.7% |
| 1Y | -1.2% | +11.9% | -13.1% | -4.1% |
| 3Y | -47.5% | +201.8% | -249.3% | -53.8% |
| 5Y | -36.7% | -0.1% | -36.7% | -41.0% |
| 10Y | +26.9% | +72.7% | -45.8% | +6.9% |
| All | +397.3% | +255.2% | +142.1% | +169.3% |
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