+426.0%
FISV vs AGG
+96.1%
+329.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.5% |
| 7D | -7.2% | -0.9% | -6.3% | -7.2% |
| 30D | -7.2% | -1.0% | -6.2% | -7.2% |
| 3M | -8.2% | -1.3% | -6.9% | -8.2% |
| 6M | -17.7% | -2.1% | -15.6% | -17.8% |
| YTD | -27.2% | -1.2% | -25.9% | -27.2% |
| 1Y | -63.0% | -0.5% | -62.5% | -63.0% |
| 3Y | -59.8% | +12.4% | -72.2% | -59.2% |
| 5Y | -55.8% | -2.4% | -53.4% | -57.1% |
| 10Y | -2.4% | +14.3% | -16.7% | +1.8% |
| All | +426.0% | +96.1% | +329.9% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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