-61.0%
FND vs ALC
-15.6%
-45.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.3% |
| 7D | +0.4% | -3.7% | +4.0% | +2.9% |
| 30D | -23.6% | -3.7% | -19.8% | -21.7% |
| 3M | +4.3% | +4.6% | -0.2% | +1.2% |
| 6M | -20.3% | -14.6% | -5.7% | -12.4% |
| YTD | -21.3% | -11.9% | -9.4% | -15.8% |
| 1Y | -45.4% | -13.1% | -32.2% | -41.0% |
| 3Y | -48.9% | -15.0% | -33.9% | -45.5% |
| 5Y | -61.0% | -16.2% | -44.8% | -57.4% |
| All | -61.0% | -15.6% | -45.4% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling