-58.2%
FISV vs ACM
-19.8%
-38.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -3.0% | -12.9% | +10.0% | +0.8% |
| 3M | -3.5% | -6.4% | +2.8% | -2.2% |
| 6M | -19.4% | -29.2% | +9.8% | -11.2% |
| YTD | -24.3% | -29.9% | +5.7% | -16.4% |
| 1Y | -62.4% | -47.3% | -15.1% | -55.3% |
| All | -58.2% | -19.8% | -38.4% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling