-12.4%
ACM vs FGI
+2.3%
-14.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +5.1% | -11.6% | +16.6% | +5.2% |
| 30D | +11.5% | -3.3% | +14.8% | +11.5% |
| 3M | -10.5% | +65.6% | -76.0% | -11.9% |
| 6M | -20.4% | -2.8% | -17.6% | -21.3% |
| YTD | -28.9% | +30.1% | -59.0% | -30.2% |
| 1Y | -48.7% | +50.2% | -98.9% | -49.8% |
| All | -12.4% | +2.3% | -14.7% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling