-39.5%
ACN vs FICO
+4.8%
-44.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -16.7% | +13.4% | +1.3% |
| 7D | -1.5% | -19.2% | +17.7% | +4.1% |
| 30D | +9.4% | -14.6% | +24.0% | +13.7% |
| 3M | +5.6% | -20.1% | +25.7% | +12.0% |
| 6M | -9.3% | -36.3% | +27.1% | +0.1% |
| YTD | -29.0% | -44.9% | +15.9% | -19.8% |
| 1Y | -24.7% | -38.6% | +14.0% | -17.2% |
| All | -39.5% | +4.8% | -44.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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