-83.2%
FIG vs ACM
-36.3%
-46.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +0.9% |
| 7D | -12.6% | +6.9% | -19.5% | -14.8% |
| 30D | -13.8% | +19.1% | -32.8% | -19.5% |
| 3M | -16.7% | -6.9% | -9.8% | -15.7% |
| 6M | -6.1% | -12.0% | +5.9% | -3.4% |
| YTD | -48.1% | -25.1% | -23.0% | -43.3% |
| 1Y | -56.2% | -45.4% | -10.7% | -48.5% |
| All | -83.2% | -36.3% | -46.9% | -75.6% |
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