-83.6%
FIG vs ACM
-36.4%
-47.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.6% | +5.1% | -2.5% | +0.4% |
| 30D | -13.1% | +18.7% | -31.7% | -18.7% |
| 3M | -20.3% | +15.5% | -35.8% | -24.7% |
| 6M | -2.1% | +1.2% | -3.3% | -4.1% |
| YTD | -49.4% | -25.2% | -24.1% | -44.7% |
| 1Y | -57.0% | -46.3% | -10.7% | -49.3% |
| All | -83.6% | -36.4% | -47.2% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling