+502.1%
FICO vs ACGL
+351.1%
+151.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -0.3% | +6.4% | -6.6% | -3.5% |
| 30D | +1.7% | +16.6% | -14.9% | -6.1% |
| 3M | -35.2% | +11.6% | -46.8% | -38.7% |
| 6M | -33.7% | +17.5% | -51.1% | -38.7% |
| YTD | -58.2% | +15.3% | -73.4% | -61.1% |
| 1Y | -56.6% | +26.3% | -82.9% | -61.4% |
| 3Y | -24.0% | +35.9% | -59.9% | -37.1% |
| 5Y | +86.1% | +168.2% | -82.1% | +1.0% |
| All | +502.1% | +351.1% | +151.0% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling