+26.9%
FISV vs ACGL
+332.0%
-305.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.8% |
| 7D | +8.4% | +1.3% | +7.2% | +7.8% |
| 30D | +38.8% | +14.2% | +24.6% | +30.5% |
| 3M | +21.3% | +11.1% | +10.2% | +15.4% |
| 6M | +14.1% | +16.4% | -2.2% | +6.3% |
| YTD | -5.7% | +13.8% | -19.5% | -11.7% |
| 1Y | -0.8% | +21.6% | -22.3% | -9.8% |
| 3Y | -47.9% | +33.5% | -81.4% | -56.2% |
| 5Y | -36.8% | +174.8% | -211.7% | -64.6% |
| 10Y | +26.9% | +330.4% | -303.5% | -40.4% |
| All | +26.9% | +332.0% | -305.1% | -40.4% |
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