-47.0%
ACM vs FIGR
-41.8%
-5.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.2% | +2.8% |
| 7D | +9.5% | -1.3% | +10.9% | +9.5% |
| 30D | +14.7% | -17.6% | +32.3% | +15.2% |
| 3M | -9.5% | -16.7% | +7.2% | -9.5% |
| 6M | -18.0% | -36.1% | +18.1% | -17.4% |
| YTD | -27.3% | -43.6% | +16.4% | -29.2% |
| 1Y | -47.0% | -39.8% | -7.1% | -49.5% |
| All | -47.0% | -41.8% | -5.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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