-3.3%
FISV vs ALM
+2,776.7%
-2,780.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.8% |
| 7D | -7.2% | -7.1% | -0.1% | -7.1% |
| 30D | -7.2% | +24.7% | -31.9% | -7.7% |
| 3M | -8.2% | +8.3% | -16.5% | -8.6% |
| 6M | -17.7% | -22.2% | +4.5% | -17.6% |
| YTD | -27.2% | +88.1% | -115.2% | -28.9% |
| 1Y | -63.0% | +272.4% | -335.3% | -64.5% |
| 3Y | -59.8% | +2,004.1% | -2,063.9% | -63.2% |
| 5Y | -55.8% | +915.8% | -971.6% | -59.2% |
| All | -3.3% | +2,776.7% | -2,780.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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