-3.7%
FISV vs ALC
+4.2%
-7.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +3.0% |
| 7D | +29.6% | +10.7% | +18.9% | +23.5% |
| 30D | +34.5% | +20.2% | +14.3% | +23.5% |
| 3M | +11.2% | +8.9% | +2.3% | +6.8% |
| 6M | -1.2% | +5.7% | -6.9% | -5.2% |
| YTD | -7.6% | -1.4% | -6.2% | -8.1% |
| 1Y | -3.7% | +4.7% | -8.4% | -6.1% |
| All | -3.7% | +4.2% | -7.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling