+120.4%
FISV vs AMC
-97.5%
+217.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | +8.4% | +5.5% | +2.9% | +8.3% |
| 30D | +38.8% | +16.1% | +22.7% | +38.2% |
| 3M | +21.3% | +43.0% | -21.7% | +20.1% |
| 6M | +14.1% | +130.7% | -116.5% | +11.5% |
| YTD | -5.7% | +121.8% | -127.5% | -8.0% |
| 1Y | -0.8% | +40.7% | -41.4% | -2.3% |
| 3Y | -47.9% | -56.8% | +8.9% | -48.1% |
| 5Y | -36.8% | -99.1% | +62.3% | -34.0% |
| 10Y | +26.9% | -98.7% | +125.6% | +25.5% |
| All | +120.4% | -97.5% | +217.9% | +85.8% |
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