-61.0%
FND vs ACM
+4.8%
-65.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -23.6% | -12.9% | -10.6% | -17.1% |
| 3M | +4.3% | -6.4% | +10.7% | +7.4% |
| 6M | -20.3% | -29.2% | +8.9% | -1.3% |
| YTD | -21.3% | -29.9% | +8.6% | -3.6% |
| 1Y | -45.4% | -47.3% | +1.9% | -17.8% |
| 3Y | -48.9% | -19.6% | -29.2% | -46.3% |
| 5Y | -61.0% | +5.5% | -66.5% | -66.1% |
| All | -61.0% | +4.8% | -65.8% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling