-3.0%
FISV vs ALK
-39.2%
+36.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -6.4% | -3.0% | -3.4% | -5.7% |
| 30D | -6.8% | -14.6% | +7.8% | -3.0% |
| 3M | -10.0% | -10.6% | +0.6% | -8.1% |
| 6M | -20.6% | -6.7% | -13.9% | -20.9% |
| YTD | -27.6% | -19.8% | -7.8% | -25.4% |
| 1Y | -64.3% | -35.2% | -29.1% | -61.1% |
| 3Y | -60.0% | +1.4% | -61.4% | -62.8% |
| 5Y | -57.7% | -30.7% | -27.0% | -57.5% |
| 10Y | -3.0% | -37.4% | +34.4% | -16.2% |
| All | -3.0% | -39.2% | +36.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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