+8,441.6%
FICO vs ACGL
+5,010.0%
+3,431.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.1% |
| 7D | +0.4% | +8.0% | -7.6% | -2.3% |
| 30D | +1.7% | +17.3% | -15.6% | -3.7% |
| 3M | -33.0% | +11.2% | -44.3% | -35.3% |
| 6M | -33.9% | +18.2% | -52.0% | -37.3% |
| YTD | -58.5% | +15.4% | -73.9% | -60.4% |
| 1Y | -56.4% | +26.5% | -82.9% | -59.6% |
| 3Y | -24.7% | +36.1% | -60.7% | -33.0% |
| 5Y | +83.1% | +175.9% | -92.8% | +26.5% |
| 10Y | +517.2% | +352.4% | +164.8% | +262.0% |
| All | +8,441.6% | +5,010.0% | +3,431.5% | +3,400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling