-36.2%
FISV vs ABCL
-18.8%
-17.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.7% |
| 7D | +22.3% | +12.4% | +9.9% | +21.3% |
| 30D | +39.2% | -0.4% | +39.6% | +38.8% |
| 3M | +21.2% | +80.4% | -59.2% | +14.7% |
| 6M | +14.5% | +138.5% | -124.1% | +5.1% |
| YTD | -5.4% | +265.5% | -270.9% | -17.0% |
| 1Y | -0.3% | +219.7% | -220.0% | -11.6% |
| 3Y | -46.8% | +209.4% | -256.2% | -55.0% |
| 5Y | -36.2% | -15.0% | -21.2% | -40.2% |
| All | -36.2% | -18.8% | -17.4% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling