+499.7%
FICO vs ACM
+155.0%
+344.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +5.4% | -6.3% | -3.6% |
| 30D | +3.3% | +15.1% | -11.8% | -3.7% |
| 3M | -31.7% | -10.5% | -21.3% | -28.4% |
| 6M | -34.0% | -19.7% | -14.3% | -27.6% |
| YTD | -58.3% | -28.8% | -29.5% | -51.7% |
| 1Y | -57.9% | -47.9% | -10.1% | -43.4% |
| 3Y | -24.1% | -12.4% | -11.7% | -23.5% |
| 5Y | +85.3% | +0.6% | +84.8% | +72.1% |
| All | +499.7% | +155.0% | +344.7% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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