-60.0%
FISV vs AME
+55.9%
-115.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -6.4% | +1.3% | -7.7% | -6.6% |
| 30D | -6.8% | -6.6% | -0.3% | -5.7% |
| 3M | -10.0% | +3.0% | -12.9% | -10.9% |
| 6M | -20.6% | +5.3% | -25.9% | -22.3% |
| YTD | -27.6% | +15.4% | -43.0% | -31.1% |
| 1Y | -64.3% | +26.8% | -91.2% | -67.0% |
| All | -60.0% | +55.9% | -115.9% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling