-3.8%
FISV vs ACM
+135.8%
-139.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -3.1% |
| 7D | -6.4% | -3.7% | -2.7% | -5.0% |
| 30D | -6.8% | -12.7% | +5.8% | -2.2% |
| 3M | -10.0% | -9.8% | -0.2% | -6.8% |
| 6M | -20.6% | -31.4% | +10.8% | -9.0% |
| YTD | -27.6% | -32.1% | +4.5% | -16.9% |
| 1Y | -64.3% | -47.8% | -16.5% | -55.0% |
| 3Y | -60.0% | -22.1% | -37.9% | -57.9% |
| 5Y | -57.7% | +1.8% | -59.5% | -60.5% |
| All | -3.8% | +135.8% | -139.6% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling