+4.3%
ACN vs FIS
-55.3%
+59.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.7% | +1.5% |
| 7D | -5.7% | -3.5% | -2.2% | -4.3% |
| 30D | +17.0% | -19.4% | +36.5% | +22.9% |
| 3M | +39.9% | -31.6% | +71.4% | +66.9% |
| 6M | +50.2% | -32.5% | +82.7% | +81.1% |
| YTD | -4.2% | -56.0% | +51.8% | +60.9% |
| 1Y | +4.3% | -55.5% | +59.9% | +74.4% |
| All | +4.3% | -55.3% | +59.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling