-56.5%
FISV vs ALB
-43.6%
-12.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.3% |
| 7D | -1.6% | -4.4% | +2.8% | -1.1% |
| 30D | -3.0% | -1.2% | -1.8% | -2.9% |
| 3M | -3.5% | -13.3% | +9.8% | -2.2% |
| 6M | -19.4% | -19.8% | +0.4% | -18.2% |
| YTD | -24.3% | -7.9% | -16.4% | -24.8% |
| 1Y | -62.4% | +60.2% | -122.5% | -65.7% |
| 3Y | -58.2% | -26.4% | -31.7% | -58.4% |
| 5Y | -56.5% | -42.5% | -14.0% | -57.8% |
| All | -56.5% | -43.6% | -12.9% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling