-58.5%
FICO vs ACM
-46.0%
-12.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.2% | +5.6% | -3.4% | +0.4% |
| 30D | +0.1% | +20.8% | -20.7% | -6.2% |
| 3M | -35.2% | +11.4% | -46.6% | -37.7% |
| 6M | -32.4% | +0.9% | -33.3% | -33.7% |
| YTD | -57.4% | -24.8% | -32.6% | -55.0% |
| 1Y | -58.5% | -46.4% | -12.1% | -55.8% |
| All | -58.5% | -46.0% | -12.5% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling