+4,103.8%
FISV vs ARWR
-98.4%
+4,202.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.7% | -3.7% |
| 7D | -2.0% | -17.9% | +16.0% | -1.9% |
| 30D | +31.8% | -18.9% | +50.7% | +31.9% |
| 3M | +19.3% | -46.0% | +65.2% | +19.6% |
| 6M | +12.1% | -40.3% | +52.4% | +12.3% |
| YTD | -8.4% | -29.0% | +20.5% | -8.4% |
| 1Y | -4.5% | +13.8% | -18.3% | -4.6% |
| 3Y | -49.4% | +74.9% | -124.3% | -49.7% |
| 5Y | -39.0% | -36.2% | -2.8% | -39.2% |
| 10Y | +22.3% | +1,028.0% | -1,005.7% | +20.7% |
| All | +4,103.8% | -98.4% | +4,202.2% | +4,051.8% |
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