+2,570.1%
FICO vs ACM
+230.8%
+2,339.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.8% |
| YTD | -44.9% | -29.4% | -15.5% | -36.3% |
| 1Y | -38.6% | -46.4% | +7.8% | -20.2% |
| 3Y | +4.0% | -22.3% | +26.3% | +12.1% |
| 5Y | +99.5% | +4.5% | +95.1% | +85.4% |
| 10Y | +604.7% | +127.6% | +477.0% | +327.2% |
| All | +2,570.1% | +230.8% | +2,339.3% | +1,108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling