+22.9%
FISV vs ALB
+34.2%
-11.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.6% |
| 7D | -2.0% | -3.6% | +1.6% | -1.4% |
| 30D | +31.8% | -2.9% | +34.7% | +32.2% |
| 3M | +19.3% | -25.8% | +45.1% | +24.6% |
| 6M | +12.1% | -53.6% | +65.6% | +25.7% |
| YTD | -8.4% | -32.4% | +23.9% | -5.0% |
| 1Y | -4.5% | -13.0% | +8.6% | -5.4% |
| 3Y | -49.4% | -15.0% | -34.4% | -53.1% |
| 5Y | -39.0% | -63.5% | +24.5% | -34.5% |
| All | +22.9% | +34.2% | -11.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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