-45.1%
ACM vs FGI
+45.2%
-90.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.7% |
| 6M | -11.5% | +17.0% | -28.5% | -13.5% |
| YTD | -24.7% | +31.4% | -56.1% | -27.1% |
| 1Y | -45.1% | +42.7% | -87.7% | -48.1% |
| All | -45.1% | +45.2% | -90.2% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling