+50.1%
ACN vs FIS
-28.4%
+78.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.7% | -8.6% | -4.3% |
| 7D | -4.0% | +1.5% | -5.5% | -4.6% |
| 30D | +19.0% | -11.8% | +30.8% | +15.3% |
| 3M | +42.2% | -28.5% | +70.7% | +65.2% |
| 6M | +50.1% | -27.0% | +77.2% | +66.8% |
| All | +50.1% | -28.4% | +78.5% | +66.8% |
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