-53.9%
FISV vs ABCL
-41.3%
-12.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -2.1% | +93.1% | -95.1% | -7.4% |
| 3M | -5.7% | +79.4% | -85.2% | -10.8% |
| 6M | -15.3% | +214.9% | -230.2% | -24.0% |
| YTD | -21.1% | +234.2% | -255.3% | -29.9% |
| 1Y | -61.1% | +174.8% | -235.8% | -65.1% |
| 3Y | -56.8% | +104.5% | -161.3% | -61.7% |
| All | -53.9% | -41.3% | -12.6% | -57.0% |
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