-80.3%
FIG vs ACM
-40.4%
-39.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.4% |
| 7D | -16.4% | -0.3% | -16.1% | -16.3% |
| 30D | -2.3% | -12.9% | +10.6% | +1.7% |
| 3M | +7.8% | -6.4% | +14.2% | +9.1% |
| 6M | -21.8% | -29.2% | +7.4% | -12.6% |
| YTD | -39.1% | -29.9% | -9.2% | -31.7% |
| 1Y | -56.6% | -47.3% | -9.4% | -46.9% |
| All | -80.3% | -40.4% | -39.9% | -70.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling