-57.7%
FISV vs ALK
-28.1%
-29.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -10.0% | -10.6% | +0.6% | -8.1% |
| 6M | -20.6% | -6.7% | -13.9% | -20.8% |
| YTD | -27.6% | -19.8% | -7.8% | -25.2% |
| 1Y | -64.3% | -35.2% | -29.1% | -61.0% |
| 3Y | -60.0% | +1.4% | -61.4% | -63.1% |
| 5Y | -57.7% | -30.7% | -27.0% | -57.6% |
| All | -57.7% | -28.1% | -29.6% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling