+10.6%
ACM vs FGI
-70.0%
+80.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +6.6% | -4.1% | +10.7% | +6.7% |
| 30D | +19.8% | -3.4% | +23.1% | +19.8% |
| 3M | -3.1% | +61.8% | -64.9% | -5.1% |
| 6M | -11.5% | +17.0% | -28.5% | -13.1% |
| YTD | -24.7% | +31.4% | -56.1% | -26.7% |
| 1Y | -45.1% | +42.7% | -87.7% | -46.8% |
| 3Y | -8.9% | -0.1% | -8.7% | -12.5% |
| All | +10.6% | -70.0% | +80.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling