+7.0%
ACN vs FIS
-54.5%
+61.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -2.5% | -29.4% | +26.9% | +14.4% |
| 30D | +22.6% | -16.7% | +39.4% | +25.7% |
| 3M | +45.9% | -33.0% | +78.9% | +77.7% |
| 6M | +43.8% | -33.3% | +77.2% | +75.5% |
| YTD | -2.5% | -56.0% | +53.5% | +62.5% |
| All | +7.0% | -54.5% | +61.5% | +76.9% |
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