+93.6%
FISV vs ALLE
+260.9%
-167.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -2.1% | -6.8% | +4.7% | +1.1% |
| 3M | -5.7% | +21.0% | -26.8% | -14.0% |
| 6M | -15.3% | +1.1% | -16.4% | -16.5% |
| YTD | -21.1% | -0.5% | -20.6% | -22.3% |
| 1Y | -61.1% | -7.3% | -53.8% | -60.1% |
| 3Y | -56.8% | +42.3% | -99.1% | -65.5% |
| 5Y | -54.2% | +13.5% | -67.6% | -59.6% |
| 10Y | +1.6% | +144.0% | -142.4% | -40.5% |
| All | +93.6% | +260.9% | -167.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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