-55.8%
FIG vs ACM
-45.8%
-10.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -16.3% | -3.7% | -12.6% | -14.7% |
| 30D | -14.3% | -11.1% | -3.2% | -10.2% |
| 3M | +7.2% | -8.0% | +15.1% | +10.1% |
| 6M | -18.6% | -29.7% | +11.0% | -2.8% |
| YTD | -35.5% | -29.4% | -6.1% | -24.0% |
| 1Y | -55.8% | -46.4% | -9.4% | -36.1% |
| All | -55.8% | -45.8% | -10.0% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling