-31.3%
FND vs ALC
+2.4%
-33.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +3.9% |
| 7D | +8.5% | +2.1% | +6.5% | +7.4% |
| 30D | +17.2% | +17.2% | 0.0% | +7.5% |
| 3M | -14.9% | +4.6% | -19.6% | -17.1% |
| 6M | +3.1% | +20.1% | -17.0% | -6.8% |
| YTD | -12.4% | -4.2% | -8.2% | -11.4% |
| 1Y | -10.0% | +2.1% | -12.1% | -12.4% |
| 3Y | -31.3% | +4.5% | -35.8% | -31.8% |
| All | -31.3% | +2.4% | -33.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling