-3.3%
FISV vs ACM
+131.7%
-134.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.3% |
| 7D | -7.2% | -5.9% | -1.3% | -4.9% |
| 30D | -7.2% | -6.2% | -1.0% | -5.0% |
| 3M | -8.2% | -7.9% | -0.3% | -5.8% |
| 6M | -17.7% | -30.6% | +12.9% | -6.1% |
| YTD | -27.2% | -33.3% | +6.1% | -15.8% |
| 1Y | -63.0% | -49.2% | -13.8% | -52.8% |
| 3Y | -59.8% | -23.5% | -36.3% | -57.4% |
| 5Y | -55.8% | +0.9% | -56.7% | -58.6% |
| All | -3.3% | +131.7% | -134.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling