-55.7%
FISV vs ABCL
-81.2%
+25.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | -3.0% | +65.1% | -68.0% | -6.0% |
| 3M | -3.5% | +111.1% | -114.6% | -8.2% |
| 6M | -19.4% | +231.6% | -251.0% | -25.6% |
| YTD | -24.3% | +234.5% | -258.8% | -30.4% |
| 1Y | -62.4% | +174.3% | -236.7% | -65.2% |
| 3Y | -58.2% | +111.5% | -169.6% | -61.8% |
| 5Y | -56.5% | -37.3% | -19.2% | -59.8% |
| All | -55.7% | -81.2% | +25.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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