+120.4%
AS vs FND
-50.0%
+170.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.8% |
| 7D | -4.9% | -5.2% | +0.3% | -2.7% |
| 30D | -19.6% | -19.9% | +0.3% | -11.6% |
| 3M | -14.4% | +2.7% | -17.1% | -16.8% |
| 6M | -20.1% | -21.7% | +1.6% | -12.7% |
| YTD | -20.9% | -17.5% | -3.4% | -16.8% |
| 1Y | -21.9% | -39.3% | +17.4% | -5.7% |
| All | +120.4% | -50.0% | +170.4% | +179.4% |
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 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