-57.7%
FISV vs ALM
+958.0%
-1,015.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -4.3% |
| 7D | -6.4% | +3.6% | -10.0% | -6.5% |
| 30D | -6.8% | +33.8% | -40.6% | -7.5% |
| 3M | -10.0% | +14.8% | -24.7% | -10.4% |
| 6M | -20.6% | -7.0% | -13.7% | -20.8% |
| YTD | -27.6% | +108.1% | -135.6% | -30.0% |
| 1Y | -64.3% | +313.8% | -378.1% | -66.4% |
| 3Y | -60.0% | +2,227.6% | -2,287.6% | -64.6% |
| 5Y | -57.7% | +956.6% | -1,014.3% | -62.0% |
| All | -57.7% | +958.0% | -1,015.7% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling