-24.1%
FICO vs ACGL
+31.5%
-55.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.8% |
| 7D | -0.9% | +0.9% | -1.8% | -1.4% |
| 30D | +3.3% | +13.7% | -10.4% | -2.1% |
| 3M | -31.7% | +8.0% | -39.8% | -34.0% |
| 6M | -34.0% | +13.3% | -47.3% | -36.8% |
| YTD | -58.3% | +11.8% | -70.2% | -59.9% |
| 1Y | -57.9% | +22.2% | -80.2% | -60.6% |
| 3Y | -24.1% | +32.5% | -56.5% | -29.6% |
| All | -24.1% | +31.5% | -55.6% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling