+84.4%
FISV vs AMC
-98.1%
+182.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | -0.3% | +2.3% | -2.7% | -0.4% |
| 30D | -2.1% | -0.7% | -1.3% | -2.1% |
| 3M | -5.7% | +35.2% | -40.9% | -6.7% |
| 6M | -15.3% | +124.6% | -139.9% | -17.2% |
| YTD | -21.1% | +69.9% | -91.0% | -22.4% |
| 1Y | -61.1% | -2.6% | -58.5% | -61.3% |
| 3Y | -56.8% | -79.8% | +22.9% | -56.4% |
| 5Y | -54.2% | -99.4% | +45.2% | -51.7% |
| 10Y | +1.6% | -98.9% | +100.5% | -0.7% |
| All | +84.4% | -98.1% | +182.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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