+386.6%
FISV vs ACM
+252.1%
+134.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.5% |
| 7D | +1.4% | +5.6% | -4.2% | -0.5% |
| 30D | +38.4% | +20.8% | +17.6% | +29.6% |
| 3M | +14.9% | +11.4% | +3.5% | +10.5% |
| 6M | +21.8% | +0.9% | +20.8% | +20.7% |
| YTD | -5.0% | -24.8% | +19.8% | +3.5% |
| 1Y | -1.2% | -46.4% | +45.3% | +20.8% |
| 3Y | -47.5% | -9.2% | -38.3% | -47.6% |
| 5Y | -36.7% | +5.0% | -41.7% | -40.4% |
| 10Y | +26.9% | +130.6% | -103.7% | -13.2% |
| All | +386.6% | +252.1% | +134.5% | +154.6% |
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