+2,427.5%
ACN vs FIS
+168.4%
+2,259.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.8% |
| 7D | +0.9% | -25.5% | +26.3% | +11.6% |
| 30D | +33.5% | -15.1% | +48.6% | +39.9% |
| 3M | +53.5% | -32.1% | +85.6% | +76.6% |
| 6M | +52.2% | -36.1% | +88.3% | +80.1% |
| YTD | -0.1% | -55.4% | +55.3% | +37.8% |
| 1Y | +11.0% | -53.9% | +64.9% | +51.0% |
| 3Y | -11.8% | -39.8% | +28.0% | +4.7% |
| 5Y | -22.8% | -71.1% | +48.3% | +18.9% |
| 10Y | +162.4% | -53.8% | +216.3% | +230.7% |
| All | +2,427.5% | +168.4% | +2,259.1% | +1,376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling