+23.6%
AA vs FND
+61.4%
-37.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | +0.2% |
| 7D | +5.3% | -5.1% | +10.4% | +7.4% |
| 30D | -2.3% | +9.2% | -11.4% | -5.9% |
| 3M | -20.8% | -17.7% | -3.1% | -15.8% |
| 6M | -39.8% | +2.5% | -42.3% | -41.9% |
| YTD | -23.3% | -19.8% | -3.5% | -20.4% |
| 1Y | +1.8% | -22.7% | +24.5% | +7.2% |
| 3Y | +69.5% | -38.3% | +107.8% | +88.2% |
| 5Y | -18.0% | -63.0% | +45.0% | +3.8% |
| All | +23.6% | +61.4% | -37.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 all: compounded portfolio wealth divided by compounded FND 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…
all analysis · Full analysis span regression · 6 months rolling