-45.2%
FND vs ACM
-48.7%
+3.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.1% |
| 7D | -0.8% | -3.7% | +2.9% | +0.2% |
| 30D | -19.6% | -12.7% | -6.9% | -16.9% |
| 3M | -4.3% | -9.8% | +5.5% | -2.0% |
| 6M | -20.4% | -31.4% | +10.9% | -12.9% |
| YTD | -21.9% | -32.1% | +10.2% | -14.6% |
| 1Y | -45.2% | -47.8% | +2.6% | -37.4% |
| All | -45.2% | -48.7% | +3.5% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling