-44.9%
FISV vs ABCL
-79.6%
+34.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +8.4% | +2.3% | +6.1% | +8.2% |
| 30D | +38.8% | -0.7% | +39.4% | +38.5% |
| 3M | +21.3% | +33.4% | -12.1% | +18.8% |
| 6M | +14.1% | +137.8% | -123.7% | +7.4% |
| YTD | -5.7% | +264.3% | -270.1% | -14.0% |
| 1Y | -0.8% | +209.2% | -209.9% | -8.7% |
| 3Y | -47.9% | +208.4% | -256.3% | -53.6% |
| 5Y | -36.8% | -11.9% | -25.0% | -41.8% |
| All | -44.9% | -79.6% | +34.7% | -50.2% |
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