+4,103.8%
FISV vs ALB
+2,112.1%
+1,991.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.5% |
| 7D | -2.0% | -3.6% | +1.6% | -1.1% |
| 30D | +31.8% | -2.9% | +34.7% | +32.4% |
| 3M | +19.3% | -25.8% | +45.1% | +27.3% |
| 6M | +12.1% | -53.6% | +65.6% | +32.7% |
| YTD | -8.4% | -32.4% | +23.9% | -3.2% |
| 1Y | -4.5% | -13.0% | +8.6% | -5.5% |
| 3Y | -49.4% | -15.0% | -34.4% | -54.6% |
| 5Y | -39.0% | -63.5% | +24.5% | -34.7% |
| 10Y | +22.3% | +34.7% | -12.4% | -20.5% |
| All | +4,103.8% | +2,112.1% | +1,991.7% | +1,126.8% |
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 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