-63.0%
FISV vs ALM
+279.2%
-342.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.6% |
| 7D | -7.2% | -7.1% | -0.1% | -7.2% |
| 30D | -7.2% | +24.7% | -31.9% | -7.4% |
| 3M | -8.2% | +8.3% | -16.5% | -8.4% |
| 6M | -17.7% | -22.2% | +4.5% | -17.0% |
| YTD | -27.2% | +88.1% | -115.2% | -32.9% |
| 1Y | -63.0% | +272.4% | -335.3% | -66.2% |
| All | -63.0% | +279.2% | -342.1% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling