-55.8%
FISV vs AME
+82.6%
-138.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.9% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -7.2% | -8.6% | +1.4% | -3.9% |
| 3M | -8.2% | +5.8% | -13.9% | -11.0% |
| 6M | -17.7% | +3.8% | -21.5% | -20.1% |
| YTD | -27.2% | +14.4% | -41.6% | -32.7% |
| 1Y | -63.0% | +25.8% | -88.7% | -67.5% |
| 3Y | -59.8% | +55.2% | -114.9% | -69.7% |
| 5Y | -55.8% | +85.5% | -141.3% | -72.4% |
| All | -55.8% | +82.6% | -138.4% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling