-64.3%
FISV vs AR
+21.2%
-85.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -6.4% | -1.2% | -5.2% | -6.2% |
| 30D | -6.8% | +5.5% | -12.4% | -7.6% |
| 3M | -10.0% | +12.9% | -22.8% | -11.8% |
| 6M | -20.6% | +0.1% | -20.7% | -21.5% |
| YTD | -27.6% | +13.5% | -41.1% | -29.7% |
| 1Y | -64.3% | +21.6% | -85.9% | -66.3% |
| All | -64.3% | +21.2% | -85.5% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling