+122.4%
FISV vs AMC
-97.5%
+219.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +3.0% | -2.8% | +5.8% | +3.0% |
| 30D | +38.8% | +14.0% | +24.8% | +38.3% |
| 3M | +21.2% | +42.5% | -21.3% | +20.1% |
| 6M | +17.5% | +142.6% | -125.1% | +14.7% |
| YTD | -4.9% | +119.2% | -124.1% | -7.1% |
| 1Y | -0.6% | +40.7% | -41.3% | -2.1% |
| 3Y | -47.4% | -57.3% | +9.9% | -47.6% |
| 5Y | -36.0% | -99.1% | +63.1% | -33.1% |
| 10Y | +27.1% | -98.7% | +125.8% | +26.7% |
| All | +122.4% | -97.5% | +219.9% | +87.6% |
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