-3.0%
FISV vs AR
+43.0%
-46.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | -6.8% | +5.5% | -12.4% | -7.3% |
| 3M | -10.0% | +12.9% | -22.8% | -11.0% |
| 6M | -20.6% | +0.1% | -20.7% | -20.8% |
| YTD | -27.6% | +13.5% | -41.1% | -28.7% |
| 1Y | -64.3% | +21.6% | -85.9% | -65.1% |
| 3Y | -60.0% | +46.0% | -106.0% | -61.9% |
| 5Y | -57.7% | +143.7% | -201.4% | -61.8% |
| 10Y | -3.0% | +44.3% | -47.3% | -22.0% |
| All | -3.0% | +43.0% | -46.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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