+144.3%
AR vs FND
-61.9%
+206.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.3% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +12.6% | -23.6% | +36.2% | +16.1% |
| 3M | +10.0% | +4.3% | +5.7% | +8.2% |
| 6M | +0.6% | -20.3% | +20.9% | +2.6% |
| YTD | +13.4% | -21.3% | +34.7% | +14.9% |
| 1Y | +21.7% | -45.4% | +67.1% | +31.9% |
| 3Y | +45.8% | -48.9% | +94.7% | +54.0% |
| 5Y | +144.3% | -61.0% | +205.3% | +168.9% |
| All | +144.3% | -61.9% | +206.1% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling