+2.0%
FISV vs AME
+445.1%
-443.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.2% | +3.7% |
| 7D | -2.7% | +1.7% | -4.4% | -3.5% |
| 30D | 0.0% | -6.4% | +6.5% | +3.6% |
| 3M | -2.8% | +7.1% | -9.9% | -7.1% |
| 6M | -11.8% | +8.2% | -20.0% | -16.9% |
| YTD | -23.2% | +18.2% | -41.4% | -31.5% |
| 1Y | -62.0% | +26.7% | -88.7% | -67.6% |
| 3Y | -57.6% | +60.7% | -118.3% | -69.7% |
| 5Y | -53.4% | +91.6% | -145.0% | -70.5% |
| All | +2.0% | +445.1% | -443.1% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling