-37.1%
FISV vs ACGL
+159.2%
-196.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.3% |
| 7D | +25.7% | +0.9% | +24.8% | +25.3% |
| 30D | +38.8% | +13.7% | +25.0% | +32.7% |
| 3M | +16.2% | +8.0% | +8.2% | +13.1% |
| 6M | +12.1% | +13.3% | -1.2% | +7.3% |
| YTD | -6.4% | +11.8% | -18.2% | -10.2% |
| 1Y | +2.0% | +22.2% | -20.2% | -5.0% |
| 3Y | -47.4% | +32.5% | -79.9% | -53.4% |
| All | -37.1% | +159.2% | -196.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling