+84.4%
FICO vs ACM
+1.1%
+83.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +2.2% | +5.6% | -3.4% | -0.5% |
| 30D | +0.1% | +20.8% | -20.7% | -8.8% |
| 3M | -35.2% | +11.4% | -46.6% | -38.6% |
| 6M | -32.4% | +0.9% | -33.3% | -33.4% |
| YTD | -57.4% | -24.8% | -32.6% | -52.1% |
| 1Y | -58.5% | -46.4% | -12.1% | -44.7% |
| 3Y | -28.9% | -9.2% | -19.6% | -32.6% |
| All | +84.4% | +1.1% | +83.3% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling