+2.0%
FISV vs AJG
+473.1%
-471.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +6.2% |
| 7D | -2.7% | -8.3% | +5.6% | +2.7% |
| 30D | 0.0% | -5.7% | +5.7% | +3.6% |
| 3M | -2.8% | +9.1% | -11.9% | -8.3% |
| 6M | -11.8% | +15.2% | -27.0% | -19.8% |
| YTD | -23.2% | -6.3% | -16.9% | -21.2% |
| 1Y | -62.0% | -19.1% | -42.9% | -57.0% |
| 3Y | -57.6% | +8.2% | -65.8% | -61.7% |
| 5Y | -53.4% | +75.6% | -129.0% | -70.6% |
| All | +2.0% | +473.1% | -471.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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