+10.0%
ACM vs FGI
-68.3%
+78.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.6% |
| 7D | +3.0% | +6.9% | -3.9% | +2.9% |
| 30D | +19.7% | +3.9% | +15.7% | +19.5% |
| 3M | +5.3% | +74.3% | -69.0% | +3.0% |
| 6M | -10.8% | +28.9% | -39.7% | -12.5% |
| YTD | -25.1% | +39.1% | -64.2% | -27.2% |
| 1Y | -45.8% | +49.3% | -95.1% | -47.6% |
| 3Y | -9.4% | +5.7% | -15.1% | -13.1% |
| All | +10.0% | -68.3% | +78.3% | +8.1% |
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