-37.4%
FISV vs ACM
+1.1%
-38.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.5% |
| 7D | +1.4% | +5.6% | -4.2% | -0.8% |
| 30D | +38.4% | +20.8% | +17.6% | +28.7% |
| 3M | +14.9% | +11.4% | +3.5% | +10.0% |
| 6M | +21.8% | +0.9% | +20.8% | +20.3% |
| YTD | -5.0% | -24.8% | +19.8% | +4.5% |
| 1Y | -1.2% | -46.4% | +45.3% | +24.1% |
| 3Y | -47.5% | -9.2% | -38.3% | -49.5% |
| All | -37.4% | +1.1% | -38.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling