+52.3%
AA vs FND
+66.0%
-13.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -0.7% | -5.2% | +4.5% | +1.1% |
| 30D | +5.0% | -19.9% | +24.9% | +13.5% |
| 3M | -35.8% | +2.7% | -38.5% | -37.6% |
| 6M | -18.4% | -21.7% | +3.3% | -13.3% |
| YTD | -5.5% | -17.5% | +12.0% | -2.2% |
| 1Y | +61.0% | -39.3% | +100.3% | +86.8% |
| 3Y | +66.2% | -49.8% | +116.0% | +100.6% |
| 5Y | +11.4% | -60.1% | +71.5% | +37.5% |
| All | +52.3% | +66.0% | -13.7% | +23.0% |
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