-21.7%
ACN vs FICO
+82.4%
-104.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +4.8% |
| 7D | +8.6% | +0.4% | +8.2% | +8.4% |
| 30D | +36.6% | +1.7% | +34.9% | +35.3% |
| 3M | +56.3% | -33.0% | +89.3% | +70.8% |
| 6M | +49.7% | -33.9% | +83.5% | +64.6% |
| YTD | +1.3% | -58.5% | +59.9% | +25.2% |
| 1Y | +11.9% | -56.4% | +68.3% | +36.2% |
| 3Y | -10.6% | -24.7% | +14.0% | -14.4% |
| All | -21.7% | +82.4% | -104.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling