+48.5%
FND vs ACM
+93.6%
-45.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +1.3% |
| 7D | -0.8% | -3.7% | +2.9% | +1.7% |
| 30D | -19.6% | -12.7% | -6.9% | -13.0% |
| 3M | -4.3% | -9.8% | +5.5% | +1.0% |
| 6M | -20.4% | -31.4% | +10.9% | +0.5% |
| YTD | -21.9% | -32.1% | +10.2% | -2.1% |
| 1Y | -45.2% | -47.8% | +2.6% | -18.1% |
| 3Y | -49.2% | -22.1% | -27.2% | -43.7% |
| 5Y | -61.8% | +1.8% | -63.6% | -65.1% |
| All | +48.5% | +93.6% | -45.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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