-24.8%
FICO vs ACM
-7.9%
-16.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +0.7% |
| 7D | -0.1% | +6.9% | -7.0% | -2.8% |
| 30D | +8.4% | +19.1% | -10.6% | +1.0% |
| 3M | -30.5% | -6.9% | -23.6% | -29.3% |
| 6M | -35.7% | -12.0% | -23.7% | -33.5% |
| YTD | -57.2% | -25.1% | -32.1% | -53.0% |
| 1Y | -58.4% | -45.4% | -13.0% | -48.3% |
| 3Y | -24.8% | -6.9% | -17.9% | -28.2% |
| All | -24.8% | -7.9% | -16.9% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling