+101.7%
FICO vs ACGL
+161.8%
-60.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -14.9% | -16.0% |
| 7D | -19.2% | -0.7% | -18.4% | -18.8% |
| 30D | -14.6% | -1.0% | -13.6% | -14.2% |
| 3M | -20.1% | +11.0% | -31.1% | -22.6% |
| 6M | -36.3% | -0.3% | -36.0% | -35.9% |
| YTD | -44.9% | +2.3% | -47.1% | -45.1% |
| 1Y | -38.6% | +6.4% | -45.0% | -39.8% |
| 3Y | +4.0% | +34.0% | -30.0% | -8.6% |
| All | +101.7% | +161.8% | -60.1% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling