-56.5%
FISV vs ALC
-15.6%
-40.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.1% |
| 30D | -3.0% | -3.7% | +0.8% | -1.5% |
| 3M | -3.5% | +4.6% | -8.1% | -5.3% |
| 6M | -19.4% | -14.6% | -4.8% | -14.7% |
| YTD | -24.3% | -11.9% | -12.4% | -20.9% |
| 1Y | -62.4% | -13.1% | -49.2% | -60.4% |
| 3Y | -58.2% | -15.0% | -43.2% | -56.7% |
| 5Y | -56.5% | -16.2% | -40.3% | -57.6% |
| All | -56.5% | -15.6% | -40.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling