+3,522.8%
FISV vs ARWR
-97.0%
+3,619.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -2.1% | -0.7% | -1.4% | -2.1% |
| 3M | -5.7% | +14.9% | -20.6% | -5.8% |
| 6M | -15.3% | +32.6% | -48.0% | -15.5% |
| YTD | -21.1% | +30.0% | -51.1% | -21.2% |
| 1Y | -61.1% | +208.4% | -269.4% | -61.3% |
| 3Y | -56.8% | +208.8% | -265.6% | -57.2% |
| 5Y | -54.2% | +27.8% | -82.0% | -54.4% |
| 10Y | +1.6% | +1,107.6% | -1,106.0% | 0.0% |
| All | +3,522.8% | -97.0% | +3,619.8% | +3,468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling