+129.7%
FISV vs ALLE
+327.3%
-197.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | +25.7% | -0.6% | +26.3% | +26.0% |
| 30D | +38.8% | +25.3% | +13.4% | +24.9% |
| 3M | +16.2% | +10.3% | +5.9% | +10.8% |
| 6M | +12.1% | +38.0% | -26.0% | -4.1% |
| YTD | -6.4% | +17.8% | -24.2% | -14.9% |
| 1Y | +2.0% | +13.6% | -11.6% | -5.7% |
| 3Y | -47.4% | +89.2% | -136.6% | -63.5% |
| 5Y | -37.3% | +51.1% | -88.4% | -52.1% |
| 10Y | +28.4% | +228.1% | -199.7% | -34.4% |
| All | +129.7% | +327.3% | -197.6% | +7.4% |
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