+1,926.0%
FICO vs ACM
+233.2%
+1,692.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.9% |
| 7D | -0.3% | +5.1% | -5.3% | -2.6% |
| 30D | +1.7% | +11.5% | -9.8% | -3.4% |
| 3M | -35.2% | -10.5% | -24.7% | -32.2% |
| 6M | -33.7% | -20.4% | -13.3% | -27.3% |
| YTD | -58.2% | -28.9% | -29.3% | -51.9% |
| 1Y | -56.6% | -48.7% | -7.9% | -42.2% |
| 3Y | -24.0% | -12.5% | -11.5% | -22.5% |
| 5Y | +86.1% | +0.5% | +85.5% | +76.3% |
| 10Y | +522.8% | +161.2% | +361.6% | +254.9% |
| All | +1,926.0% | +233.2% | +1,692.8% | +812.3% |
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 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