+11,131.7%
FISV vs AME
+18,709.1%
-7,577.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -0.3% | +0.6% | -1.0% | -0.6% |
| 30D | -2.1% | -6.7% | +4.6% | +0.5% |
| 3M | -5.7% | +4.1% | -9.8% | -7.7% |
| 6M | -15.3% | +1.6% | -16.9% | -16.7% |
| YTD | -21.1% | +16.1% | -37.2% | -26.4% |
| 1Y | -61.1% | +27.3% | -88.4% | -65.1% |
| 3Y | -56.8% | +50.9% | -107.7% | -64.3% |
| 5Y | -54.2% | +81.4% | -135.6% | -64.7% |
| 10Y | +1.6% | +417.0% | -415.4% | -46.8% |
| All | +11,131.7% | +18,709.1% | -7,577.4% | +2,127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling