+60.5%
FND vs ACM
+114.7%
-54.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.9% |
| 7D | +6.8% | +6.6% | +0.2% | +2.5% |
| 30D | +13.1% | +19.8% | -6.7% | +0.4% |
| 3M | -13.1% | -3.1% | -9.9% | -12.1% |
| 6M | -0.6% | -11.5% | +10.9% | +5.7% |
| YTD | -15.5% | -24.7% | +9.2% | -1.2% |
| 1Y | -13.7% | -45.1% | +31.4% | +25.5% |
| 3Y | -35.0% | -8.9% | -26.1% | -34.9% |
| 5Y | -60.1% | +5.4% | -65.5% | -64.0% |
| All | +60.5% | +114.7% | -54.2% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling