+27.4%
FISV vs ALM
+2,100.8%
-2,073.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -4.0% | +3.6% |
| 7D | +1.4% | +1.2% | +0.2% | +1.4% |
| 30D | +38.4% | -19.3% | +57.8% | +38.9% |
| 3M | +14.9% | -40.6% | +55.6% | +15.8% |
| 6M | +21.8% | -57.9% | +79.7% | +23.3% |
| YTD | -5.0% | -6.7% | +1.7% | -6.2% |
| 1Y | -1.2% | +20.2% | -21.3% | -3.2% |
| 3Y | -47.5% | +879.4% | -927.0% | -51.4% |
| 5Y | -36.7% | +415.3% | -452.0% | -41.0% |
| All | +27.4% | +2,100.8% | -2,073.4% | +17.9% |
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