+538.9%
FICO vs ACGL
+322.9%
+216.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +1.4% | -1.2% | +2.6% | +2.0% |
| 30D | -0.8% | +12.8% | -13.6% | -6.9% |
| 3M | -31.3% | +12.3% | -43.6% | -35.2% |
| 6M | -33.9% | +15.8% | -49.8% | -38.5% |
| YTD | -57.6% | +13.9% | -71.5% | -60.3% |
| 1Y | -59.7% | +19.0% | -78.7% | -63.1% |
| 3Y | -28.0% | +33.7% | -61.7% | -40.0% |
| 5Y | +91.0% | +173.4% | -82.4% | +2.3% |
| All | +538.9% | +322.9% | +216.0% | +150.2% |
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