-3.8%
FISV vs ARWR
+1,078.7%
-1,082.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -4.1% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | -6.8% | -6.5% | -0.4% | -6.3% |
| 3M | -10.0% | +12.7% | -22.6% | -11.3% |
| 6M | -20.6% | +36.2% | -56.8% | -23.3% |
| YTD | -27.6% | +24.5% | -52.0% | -29.6% |
| 1Y | -64.3% | +198.0% | -262.3% | -68.3% |
| 3Y | -60.0% | +176.4% | -236.3% | -65.8% |
| 5Y | -57.7% | +26.6% | -84.3% | -62.2% |
| All | -3.8% | +1,078.7% | -1,082.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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