+3,522.8%
FISV vs ALB
+2,835.3%
+687.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.6% |
| 7D | -0.3% | -8.1% | +7.7% | +1.6% |
| 30D | -2.1% | +6.3% | -8.3% | -3.7% |
| 3M | -5.7% | -23.6% | +17.8% | -0.3% |
| 6M | -15.3% | -24.6% | +9.3% | -11.4% |
| YTD | -21.1% | -10.3% | -10.8% | -21.6% |
| 1Y | -61.1% | +61.5% | -122.5% | -67.4% |
| 3Y | -56.8% | -34.0% | -22.9% | -58.1% |
| 5Y | -54.2% | -44.6% | -9.6% | -55.9% |
| 10Y | +1.6% | +76.1% | -74.5% | -37.9% |
| All | +3,522.8% | +2,835.3% | +687.5% | +892.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling