+52.2%
ACN vs FIS
-37.0%
+89.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.9% |
| 7D | +0.9% | -25.5% | +26.3% | +10.0% |
| 30D | +33.5% | -15.1% | +48.6% | +31.7% |
| 3M | +53.5% | -32.1% | +85.6% | +80.0% |
| 6M | +52.2% | -36.1% | +88.3% | +81.1% |
| All | +52.2% | -37.0% | +89.2% | +81.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling