-36.0%
FISV vs ARWR
-36.3%
+0.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +3.0% | -19.9% | +22.9% | +4.7% |
| 30D | +38.8% | -18.7% | +57.5% | +40.9% |
| 3M | +21.2% | -44.7% | +65.9% | +26.9% |
| 6M | +17.5% | -36.5% | +54.0% | +21.1% |
| YTD | -4.9% | -25.7% | +20.8% | -3.8% |
| 1Y | -0.6% | +18.9% | -19.5% | -4.1% |
| 3Y | -47.4% | +83.1% | -130.5% | -54.4% |
| 5Y | -36.0% | -34.9% | -1.2% | -40.1% |
| All | -36.0% | -36.3% | +0.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling