+101.7%
FICO vs ACM
+5.0%
+96.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -19.2% | -3.7% | -15.4% | -17.7% |
| 30D | -14.6% | -11.1% | -3.5% | -10.2% |
| 3M | -20.1% | -8.0% | -12.1% | -17.5% |
| 6M | -36.3% | -29.7% | -6.7% | -25.2% |
| YTD | -44.9% | -29.4% | -15.5% | -35.9% |
| 1Y | -38.6% | -46.4% | +7.8% | -18.9% |
| 3Y | +4.0% | -22.3% | +26.3% | +8.2% |
| All | +101.7% | +5.0% | +96.7% | +71.3% |
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 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