-57.9%
FISV vs AUR
-36.7%
-21.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | -7.2% | -8.9% | +1.7% | -6.8% |
| 3M | -8.2% | +4.6% | -12.8% | -8.8% |
| 6M | -17.7% | +44.9% | -62.5% | -20.6% |
| YTD | -27.2% | +64.8% | -92.0% | -30.4% |
| 1Y | -63.0% | +16.4% | -79.3% | -63.9% |
| 3Y | -59.8% | +85.1% | -144.8% | -63.9% |
| 5Y | -55.8% | -36.1% | -19.7% | -60.6% |
| All | -57.9% | -36.7% | -21.2% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling