-3.0%
FISV vs AMT
+96.3%
-99.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | -6.4% | +1.5% | -7.9% | -7.0% |
| 30D | -6.8% | +3.7% | -10.6% | -8.2% |
| 3M | -10.0% | -7.2% | -2.8% | -7.3% |
| 6M | -20.6% | -4.2% | -16.5% | -19.4% |
| YTD | -27.6% | +1.9% | -29.5% | -28.7% |
| 1Y | -64.3% | -6.4% | -58.0% | -63.5% |
| 3Y | -60.0% | +7.7% | -67.7% | -63.1% |
| 5Y | -57.7% | -30.9% | -26.8% | -52.4% |
| 10Y | -3.0% | +105.4% | -108.4% | -25.0% |
| All | -3.0% | +96.3% | -99.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling