+538.9%
FICO vs ACM
+131.3%
+407.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.4% | +5.1% | -3.7% | -1.2% |
| 30D | -0.8% | +18.7% | -19.5% | -9.3% |
| 3M | -31.3% | +15.5% | -46.8% | -36.3% |
| 6M | -33.9% | +1.2% | -35.1% | -35.1% |
| YTD | -57.6% | -25.2% | -32.3% | -51.8% |
| 1Y | -59.7% | -46.3% | -13.4% | -45.7% |
| 3Y | -28.0% | -9.6% | -18.5% | -28.8% |
| 5Y | +91.0% | +4.4% | +86.6% | +72.1% |
| All | +538.9% | +131.3% | +407.6% | +257.3% |
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