-68.9%
FISV vs AMRZ
-13.6%
-55.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | -2.1% | -16.9% | +14.9% | -2.1% |
| 3M | -5.7% | -19.2% | +13.5% | -6.1% |
| 6M | -15.3% | -29.3% | +13.9% | -16.6% |
| YTD | -21.1% | -18.0% | -3.1% | -20.7% |
| 1Y | -61.1% | -15.1% | -46.0% | -59.4% |
| All | -68.9% | -13.6% | -55.3% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling