+3.7%
ACM vs FGI
-70.4%
+74.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.5% |
| 7D | -3.7% | +0.5% | -4.3% | -3.8% |
| 30D | -11.1% | +65.4% | -76.5% | -12.9% |
| 3M | -8.0% | +23.5% | -31.5% | -9.5% |
| 6M | -29.7% | +60.5% | -90.2% | -31.7% |
| YTD | -29.4% | +30.0% | -59.4% | -31.2% |
| 1Y | -46.4% | +82.1% | -128.5% | -48.9% |
| 3Y | -22.3% | -4.4% | -18.0% | -25.3% |
| All | +3.7% | -70.4% | +74.1% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling