+499.7%
FICO vs ACGL
+337.7%
+162.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | +3.3% | +13.7% | -10.4% | -3.4% |
| 3M | -31.7% | +8.0% | -39.8% | -34.3% |
| 6M | -34.0% | +13.3% | -47.3% | -37.9% |
| YTD | -58.3% | +11.8% | -70.2% | -60.6% |
| 1Y | -57.9% | +22.2% | -80.2% | -62.0% |
| 3Y | -24.1% | +32.5% | -56.5% | -36.4% |
| 5Y | +85.3% | +160.2% | -74.9% | +2.1% |
| All | +499.7% | +337.7% | +162.0% | +138.3% |
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