-70.2%
FISV vs AMRZ
-17.3%
-52.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.2% | -3.9% |
| 7D | -1.6% | -2.0% | +0.4% | -1.5% |
| 30D | -3.0% | -9.8% | +6.9% | -2.8% |
| 3M | -3.5% | -17.2% | +13.7% | -3.3% |
| 6M | -19.4% | -26.9% | +7.5% | -19.8% |
| YTD | -24.3% | -21.5% | -2.8% | -23.8% |
| 1Y | -62.4% | -22.9% | -39.5% | -60.7% |
| All | -70.2% | -17.3% | -52.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMRZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling