+211.8%
FISV vs AMCR
+93.5%
+118.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.9% |
| 7D | -2.7% | -6.3% | +3.6% | -0.8% |
| 30D | 0.0% | -7.8% | +7.8% | +2.5% |
| 3M | -2.8% | +7.5% | -10.3% | -5.0% |
| 6M | -11.8% | +2.7% | -14.5% | -13.2% |
| YTD | -23.2% | +6.0% | -29.2% | -25.5% |
| 1Y | -62.0% | +7.8% | -69.8% | -63.0% |
| 3Y | -57.6% | +5.8% | -63.4% | -59.2% |
| 5Y | -53.4% | -11.6% | -41.8% | -52.8% |
| 10Y | +2.9% | +14.6% | -11.8% | -8.4% |
| All | +211.8% | +93.5% | +118.3% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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