+13.7%
AR vs FND
-10.3%
+23.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.9% | -17.2% | -3.8% |
| 7D | -11.1% | +12.3% | -23.4% | -8.5% |
| 30D | +7.9% | +14.7% | -6.8% | +11.6% |
| 3M | +4.9% | -12.0% | +16.9% | +2.9% |
| 6M | -5.3% | +10.8% | -16.1% | -1.2% |
| YTD | +8.6% | -12.3% | +20.9% | +9.2% |
| 1Y | +13.7% | -13.4% | +27.1% | +14.1% |
| All | +13.7% | -10.3% | +23.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling