+60.5%
FND vs ACGL
+252.8%
-192.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -4.0% |
| 7D | +6.8% | +1.3% | +5.6% | +6.3% |
| 30D | +13.1% | +14.2% | -1.1% | +6.1% |
| 3M | -13.1% | +11.1% | -24.1% | -17.3% |
| 6M | -0.6% | +16.4% | -16.9% | -8.1% |
| YTD | -15.5% | +13.8% | -29.3% | -21.5% |
| 1Y | -13.7% | +21.6% | -35.2% | -22.3% |
| 3Y | -35.0% | +33.5% | -68.5% | -47.1% |
| 5Y | -60.1% | +174.8% | -234.9% | -80.0% |
| All | +60.5% | +252.8% | -192.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling