-59.9%
FND vs ACGL
+161.8%
-221.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.1% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -19.9% | -1.0% | -18.9% | -19.7% |
| 3M | +2.7% | +11.0% | -8.3% | 0.0% |
| 6M | -21.7% | -0.3% | -21.3% | -21.8% |
| YTD | -17.5% | +2.3% | -19.8% | -18.3% |
| 1Y | -39.3% | +6.4% | -45.7% | -40.5% |
| 3Y | -49.8% | +34.0% | -83.7% | -56.0% |
| All | -59.9% | +161.8% | -221.7% | -76.0% |
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 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