+66.4%
FND vs ACGL
+249.5%
-183.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.7% |
| 7D | +8.5% | -1.1% | +9.6% | +9.2% |
| 30D | +17.2% | +13.1% | +4.1% | +10.5% |
| 3M | -14.9% | +9.8% | -24.7% | -18.6% |
| 6M | +3.1% | +15.3% | -12.2% | -4.3% |
| YTD | -12.4% | +12.7% | -25.1% | -18.2% |
| 1Y | -10.0% | +20.7% | -30.7% | -18.7% |
| 3Y | -31.3% | +34.3% | -65.6% | -44.3% |
| 5Y | -60.3% | +170.6% | -230.9% | -79.9% |
| All | +66.4% | +249.5% | -183.1% | -30.0% |
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