-63.3%
FND vs ACGL
+173.3%
-236.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.3% |
| 7D | -6.8% | +2.2% | -9.0% | -7.3% |
| 30D | +8.0% | +12.3% | -4.3% | +5.0% |
| 3M | -18.9% | +11.8% | -30.7% | -21.1% |
| 6M | +4.7% | +17.5% | -12.8% | +0.4% |
| YTD | -21.6% | +14.3% | -35.9% | -24.4% |
| 1Y | -22.0% | +18.2% | -40.2% | -25.5% |
| 3Y | -40.4% | +33.2% | -73.6% | -46.4% |
| All | -63.3% | +173.3% | -236.6% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling