-55.6%
FISV vs AS
+131.9%
-187.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.3% |
| 7D | +3.0% | -3.0% | +6.0% | +3.4% |
| 30D | +38.8% | +9.6% | +29.2% | +36.9% |
| 3M | +21.2% | -8.2% | +29.4% | +22.4% |
| 6M | +17.5% | -9.9% | +27.4% | +18.7% |
| YTD | -4.9% | -16.8% | +11.9% | -3.1% |
| 1Y | -0.6% | +3.0% | -3.5% | -1.8% |
| All | -55.6% | +131.9% | -187.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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