-41.5%
FISV vs ALC
+16.1%
-57.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.8% |
| 7D | -2.7% | -6.3% | +3.7% | +0.4% |
| 30D | 0.0% | -10.3% | +10.3% | +5.4% |
| 3M | -2.8% | -0.7% | -2.1% | -2.6% |
| 6M | -11.8% | -17.8% | +6.0% | -3.8% |
| YTD | -23.2% | -15.8% | -7.4% | -17.2% |
| 1Y | -62.0% | -16.7% | -45.3% | -58.7% |
| 3Y | -57.6% | -19.7% | -37.9% | -54.8% |
| 5Y | -53.4% | -19.8% | -33.6% | -51.5% |
| All | -41.5% | +16.1% | -57.7% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling