-83.2%
FIG vs ACM
-36.1%
-47.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +3.4% | +5.6% | -2.2% | +1.0% |
| 30D | -9.5% | +20.8% | -30.3% | -15.9% |
| 3M | -26.2% | +11.4% | -37.6% | -29.4% |
| 6M | +2.7% | +0.9% | +1.7% | +0.7% |
| YTD | -48.0% | -24.8% | -23.1% | -43.3% |
| 1Y | -52.0% | -46.4% | -5.6% | -43.4% |
| All | -83.2% | -36.1% | -47.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling