+141.2%
FISV vs ALM
+7,705.7%
-7,564.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | -2.1% | +32.0% | -34.1% | -2.1% |
| 3M | -5.7% | -15.0% | +9.3% | -5.7% |
| 6M | -15.3% | -10.1% | -5.2% | -15.4% |
| YTD | -21.1% | +99.4% | -120.5% | -21.2% |
| 1Y | -61.1% | +316.4% | -377.4% | -61.2% |
| 3Y | -56.8% | +2,022.0% | -2,078.8% | -57.1% |
| 5Y | -54.2% | +941.2% | -995.4% | -54.4% |
| 10Y | +1.6% | +2,950.3% | -2,948.8% | +0.9% |
| All | +141.2% | +7,705.7% | -7,564.5% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling