+304.3%
FISV vs ACM
+230.8%
+73.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | -3.7% | +3.4% | +1.0% |
| 30D | -2.1% | -11.1% | +9.1% | +1.6% |
| 3M | -5.7% | -8.0% | +2.2% | -3.5% |
| 6M | -15.3% | -29.7% | +14.3% | -5.2% |
| YTD | -21.1% | -29.4% | +8.3% | -12.0% |
| 1Y | -61.1% | -46.4% | -14.7% | -52.6% |
| 3Y | -56.8% | -22.3% | -34.5% | -54.5% |
| 5Y | -54.2% | +4.5% | -58.6% | -56.8% |
| 10Y | +1.6% | +127.6% | -126.1% | -30.3% |
| All | +304.3% | +230.8% | +73.6% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling