-30.3%
FISV vs ALC
+26.4%
-56.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.3% |
| 7D | -2.0% | -6.2% | +4.2% | +1.0% |
| 30D | +31.8% | +14.0% | +17.8% | +23.7% |
| 3M | +19.3% | -2.4% | +21.7% | +20.4% |
| 6M | +12.1% | +12.6% | -0.6% | +5.4% |
| YTD | -8.4% | -8.4% | 0.0% | -5.4% |
| 1Y | -4.5% | -9.1% | +4.7% | -1.0% |
| 3Y | -49.4% | -0.3% | -49.1% | -52.0% |
| 5Y | -39.0% | -9.9% | -29.1% | -40.2% |
| All | -30.3% | +26.4% | -56.6% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling