+4.5%
ACM vs FGI
-70.6%
+75.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +5.4% | -7.0% | +12.3% | +5.5% |
| 30D | +15.1% | -4.2% | +19.3% | +15.2% |
| 3M | -10.5% | +55.6% | -66.1% | -12.3% |
| 6M | -19.7% | -3.2% | -16.5% | -20.9% |
| YTD | -28.8% | +29.1% | -58.0% | -30.7% |
| 1Y | -47.9% | +51.0% | -98.8% | -49.6% |
| 3Y | -12.4% | +1.5% | -13.9% | -16.0% |
| All | +4.5% | -70.6% | +75.1% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling