+150.5%
FISV vs AR
-33.4%
+183.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +25.7% | -14.3% | +40.0% | +27.3% |
| 30D | +38.8% | +1.4% | +37.3% | +38.4% |
| 3M | +16.2% | +3.4% | +12.8% | +15.5% |
| 6M | +12.1% | -2.1% | +14.1% | +11.9% |
| YTD | -6.4% | +4.7% | -11.1% | -7.3% |
| 1Y | +2.0% | +10.6% | -8.5% | +0.5% |
| 3Y | -47.4% | +24.6% | -72.0% | -49.3% |
| 5Y | -37.3% | +71.9% | -109.2% | -41.9% |
| 10Y | +28.4% | +46.4% | -18.0% | +5.7% |
| All | +150.5% | -33.4% | +183.8% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling