-3.7%
FISV vs AUR
-17.4%
+13.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.7% | +6.5% |
| 7D | +29.6% | -19.8% | +49.5% | +31.2% |
| 30D | +34.5% | -29.0% | +63.5% | +37.2% |
| 3M | +11.2% | -43.6% | +54.8% | +15.3% |
| 6M | -1.2% | -36.6% | +35.4% | -0.6% |
| YTD | -7.6% | +6.3% | -13.9% | -19.0% |
| 1Y | -3.7% | -9.0% | +5.3% | -12.6% |
| All | -3.7% | -17.4% | +13.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling