+154.5%
FISV vs AR
-29.4%
+184.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +3.0% | +2.1% | +0.9% | +2.8% |
| 30D | +38.8% | +4.5% | +34.2% | +38.0% |
| 3M | +21.2% | +1.0% | +20.2% | +20.8% |
| 6M | +17.5% | +4.4% | +13.1% | +16.7% |
| YTD | -4.9% | +10.9% | -15.8% | -6.3% |
| 1Y | -0.6% | +8.6% | -9.1% | -1.9% |
| 3Y | -47.4% | +48.5% | -95.9% | -50.0% |
| 5Y | -36.0% | +95.7% | -131.8% | -41.3% |
| 10Y | +27.1% | +55.5% | -28.3% | +4.1% |
| All | +154.5% | -29.4% | +184.0% | +119.3% |
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 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