-3.7%
FISV vs AME
+21.1%
-24.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.9% | +5.9% |
| 7D | +29.6% | -4.4% | +34.1% | +29.0% |
| 30D | +34.5% | -5.9% | +40.4% | +33.9% |
| 3M | +11.2% | -6.5% | +17.8% | +10.3% |
| 6M | -1.2% | +3.2% | -4.4% | -2.2% |
| YTD | -7.6% | +16.0% | -23.6% | -12.9% |
| 1Y | -3.7% | +20.4% | -24.2% | -11.1% |
| All | -3.7% | +21.1% | -24.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling