-83.7%
FIG vs ACM
-39.5%
-44.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -13.1% | +5.4% | -18.5% | -14.7% |
| 30D | -13.0% | +15.1% | -28.1% | -17.5% |
| 3M | -21.5% | -10.5% | -11.1% | -19.2% |
| 6M | -2.5% | -19.7% | +17.2% | +4.0% |
| YTD | -49.7% | -28.8% | -20.8% | -43.9% |
| 1Y | -59.1% | -47.9% | -11.2% | -51.0% |
| All | -83.7% | -39.5% | -44.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling