+21.6%
AR vs FND
-45.4%
+66.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.3% |
| 30D | +5.5% | -19.6% | +25.1% | +1.5% |
| 3M | +12.9% | -4.3% | +17.2% | +12.7% |
| 6M | +0.1% | -20.4% | +20.5% | -0.7% |
| YTD | +13.5% | -21.9% | +35.4% | +11.7% |
| 1Y | +21.6% | -45.2% | +66.8% | +18.4% |
| All | +21.6% | -45.4% | +66.9% | +18.4% |
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