-0.5%
FISV vs ACGL
+263.8%
-264.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.9% |
| 7D | -1.6% | -2.9% | +1.4% | -0.2% |
| 30D | -3.0% | -2.8% | -0.1% | -1.7% |
| 3M | -3.5% | +6.8% | -10.3% | -6.4% |
| 6M | -19.4% | -1.5% | -17.9% | -19.0% |
| YTD | -24.3% | -0.2% | -24.1% | -24.6% |
| 1Y | -62.4% | +5.3% | -67.7% | -63.7% |
| 3Y | -58.2% | +30.3% | -88.5% | -64.7% |
| 5Y | -56.5% | +151.8% | -208.3% | -74.7% |
| 10Y | -0.5% | +266.9% | -267.4% | -53.0% |
| All | -0.5% | +263.8% | -264.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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